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st: newey-west with panel data

From   Saul Lach <>
Subject   st: newey-west with panel data
Date   Fri, 21 Feb 2003 14:04:19 +0200

Does anybody know how to get the Newey-West covariance estimator with
panel data in Stata?


Saul Lach
Dept. of Economics                     Tel: 972-2-5883253
The Hebrew University                Fax: 972-2-5816071 (Israel)
Jerusalem 91905                         Fax: (208)441-6752 (USA)
Israel                                             E-mail:

Home page:

You can access my papers on the Social Science Research Network (SSRN)
through the
following url


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