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st: Newey-west errors for ordered probit?
From
Mattia Landoni <[email protected]>
To
"[email protected]" <[email protected]>
Subject
st: Newey-west errors for ordered probit?
Date
Wed, 3 Apr 2013 13:40:20 -0400
Hi all
I am looking for a way to run ordered probit model with newey-west
standard= error.
I know "nwest" does support probit model but not ordered probit.
Do we have any solution on this?
Best,
Mattia
--
Mattia Landoni
+1 217 4-A-QUANT (from US)
+39 02 3206 21676 (from Italy)
GMT -05:00 (US East)
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