Hello,
I am currently working on a time series analysis project. I have autocorrelation in the error term and therefore I want to report heteroskedasticity-consistent and autocorrelation-consistent standard errors.
Is the command ... vce(robust) therefore sufficient ?
I have also read about the Newey-West Variance estimator but my supervisor told me that white standard error correction also makes it possible to account for heteroskedasticity and autocorrelation.
It would be really nice if you could help me.
Thank you very much in advance,
Lea
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