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st: Newey West errors with panel data


From   skhemani@worldbank.org
To   statalist@hsphsun2.harvard.edu
Subject   st: Newey West errors with panel data
Date   Thu, 26 Sep 2002 13:58:33 -0400

I would very much appreciate receiving advice on how to estimate Newey-West
standard errors in a panel data setting in Stata, and with instrumental
variables (Stata command: IVREG) and three stage least squares (Stata command:
REG3)

Thank you,
Stuti Khemani

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