Statalist


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: How can I compute Newey-West s.e. in t-test


From   "Kartick Gupta" <KARTICK@mngt.waikato.ac.nz>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: How can I compute Newey-West s.e. in t-test
Date   Tue, 17 Jul 2007 19:19:39 +1200

Hello all,
Just wondering if it is possible to calculate Newey-West standard error in t-test? 

In my study, the data consist of monthly stock returns and I want to test whether they are significantly different from zero. 

I have checked stata function and it is available only when we run regression, which is not applicable in my case.

Thanks for your help in advance.

Regards
Kartick



*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index