# Newey West standard errors in regression model without constant

I'm estimating $y_i= \beta_1 \times x_{1i} + \varepsilon_i$ on a time series on $y$ and $x$, so in presence of Heteroschedasticity and Autocorrelation. My model does not include any intercepts. Are the Newey West standard error calculated on such model appropriate (in other words, the NW correction requires a full model with intercept)? I am using R sandwich and lmtest packages.

As you can see, having constant plays no role. What matters is that the coefficient estimates for which you want autocorrelation-robust standard errors are themselves ($\sqrt{T}$-)consistently estimated, so, more or less, that they are computed from a correctly specified model.