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st: Integrating Newey-West Standard Errors with Stepwise Regression


From   "Rodriguez, Dan \(FIRMMKTRSK\)" <Dan.Rodriguez@morganstanley.com>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: Integrating Newey-West Standard Errors with Stepwise Regression
Date   Tue, 27 Feb 2007 19:11:48 -0500

Has anyone out there combined the sw regression command with the
Newey-West correction?

Regards,
Dan
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