On Thu, 17 Apr 2014, Katharina Mersmann wrote:
This post was nearly what I was searching for.
Im actually trying to reproduce my Stata results in R and don?t overcome
the problem of the NeweyWest Estimators. I have quarterly PanelData
In Stata i used:
newey y x, lag(4) force
In R this shou
This post was nearly what I was searching for.
Im actually trying to reproduce my Stata results in R and don´t overcome the
problem of the NeweyWest Estimators. I have quarterly PanelData
In Stata i used:
newey y x, lag(4) force
In R this should be
reg1.2<-lm(y~x)
coeftest(reg1.2,
2 matches
Mail list logo
