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st: Integrating Newey-West Standard Errors with Stepwise Regression
From |
"Rodriguez, Dan \(FIRMMKTRSK\)" <[email protected]> |
To |
<[email protected]> |
Subject |
st: Integrating Newey-West Standard Errors with Stepwise Regression |
Date |
Tue, 27 Feb 2007 19:11:48 -0500 |
Has anyone out there combined the sw regression command with the
Newey-West correction?
Regards,
Dan
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