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HAC - Newey-West: the HAC weighting matrix is a heteroskedasticity and autocorrelation consistent estimator of the long-run covariance matrix of.Covariance and correlation analysis including Pearson, White and other heteroskedasticity consistent, and Newey-West robust standard errors. UII EViews 7 User's Guide II. Robust Standard Errors—33 estimator under the latter is a Heteroskedasticity and Autocorrelation Consistent Covariance. EViews 3.1 tutorial, also found at the Stock and Watson Web site. White Heteroskedasticity-Consistent Standard Errors & Covariance. Variable. have access to EViews 9 can comfortably use this tutorial. Huber-White-Hinkley (HC1) heteroskedasticity consistent standard errors and covariance. Autocorrelation test See Serial correlation test Autoregressive conditional heteroskedasticity heteroskedasticity consistent covariances. The second volume of the EViews 7 User's Guide, offers a description of EViews' Heteroskedasticity Consistent Covariances (White) White (1980) derived a