The Newey-West standard error correction is a commonly used heteroscedasticity and autocorrelation correction. The formula for the Newey-West covariance matrix estimator can be found in Greene (2000). The Newey-West estimator corresponds to the Bartlett kernel with bandwidth parameter L+1, where L is the maximum lag length.如题，现在做ols回归
1.如何判断该用robust  t test(NW t test)?
2.用的时候得选lags 这个一般怎么选呢？
谢谢！