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st: RE: newey-west with panel data


From   COMBES Philippe <philippe.combes@ch-roanne.fr>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   st: RE: newey-west with panel data
Date   Fri, 21 Feb 2003 13:13:27 +0100

findit newey

-----Original Message-----
From: Saul Lach [mailto:mslach@mscc.huji.ac.il]
Sent: Friday, February 21, 2003 1:04 PM
To: statalist@hsphsun2.harvard.edu
Subject: st: newey-west with panel data


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

--
****************************************************************************
*******************

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:
Saul.Lach@huji.ac.il

Home page: http://economics.huji.ac.il/facultye/saul/saul.html

You can access my papers on the Social Science Research Network (SSRN)
through the
following url http://papers.ssrn.com/author=15805

****************************************************************************
*******************




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