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st: Newey west

From   Alice <>
Subject   st: Newey west
Date   Wed, 10 Dec 2008 13:18:11 +0000 (GMT)


I am trying to use the command -newey- using panel data and I include fixed effects. However this does not work (Stata tells me that my year variable is not regularly spaced).

Any suggestions? What does the error message mean? My sample is however balanced over time so I have the same number of observations in each year.

Thanks, Alice.


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