Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: Re: Time variable not equally spaced

From   Kit Baum <>
Subject   st: Re: Time variable not equally spaced
Date   Wed, 13 Oct 2004 09:22:06 -0400

If you look at the formula underlying the Newey-West (HAC) estimator you will see that it makes little sense to apply it to non-equally-spaced time series.

Kit Baum, Boston College Economics

On Oct 13, 2004, at 2:33 AM, Socrates wrote:

I want to run Newey2 but it cannot be done because the time variable is not regularly spaced. The force option is not useful either since I want to run a panel data regression. Can you please tell me how I amend the problem? And can you please explain what exactly does this mean?
*   For searches and help try:

© Copyright 1996–2015 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index