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st: Newey West Information Criterion
From
Clive Bartholomew Walker <[email protected]>
To
[email protected]
Subject
st: Newey West Information Criterion
Date
Tue, 5 Oct 2010 09:49:30 +0100
Dear Statalisters
I'm running Stata 11.0 on Windows 7
Does anybody know how to run Information Criteria for lag length selection when running a regression with Newey West robust standard errors?
Thanks in advance
Clive
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