subject:"\[R\] Newey West HAC\-errors for panels"

Re: [R] Newey West HAC-errors for panels

2011-01-22 Thread Millo Giovanni

g; yves.croiss...@univ-reunion.fr; Millo Giovanni Subject: Re: [R] Newey West HAC-errors for panels On Sat, 22 Jan 2011, Dirk Heine wrote: > Dear all, > > I am looking for an equivalent to the "newey2"-extension in Stata, in > order to compute Newey-West HAC standard errors in

Re: [R] Newey West HAC-errors for panels

2011-01-22 Thread Achim Zeileis

On Sat, 22 Jan 2011, Dirk Heine wrote: Dear all, I am looking for an equivalent to the "newey2"-extension in Stata, in order to compute Newey-West HAC standard errors in a regression using panel data. I would be very grateful for advice which R-package could do this. I wouldn't be aware of a

[R] Newey West HAC-errors for panels

2011-01-22 Thread Dirk Heine

Dear all, I am looking for an equivalent to the "newey2"-extension in Stata, in order to compute Newey-West HAC standard errors in a regression using panel data. I would be very grateful for advice which R-package could do this. I thank you very much in advance. Dirius ___