Hi.
Does anybody know how to get the Newey-West covariance estimator with
panel data in Stata?
Thanks
Saul
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Saul Lach
Dept. of Economics Tel: 972-2-5883253
The Hebrew University Fax: 972-2-5816071 (Israel)
Jerusalem 91905 Fax: (208)441-6752 (USA)
Israel E-mail:
[email protected]
Home page: http://economics.huji.ac.il/facultye/saul/saul.html
You can access my papers on the Social Science Research Network (SSRN)
through the
following url http://papers.ssrn.com/author=15805
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