Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down on April 23, and its replacement, is already up and running.

[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: Newey West Information Criterion

From   Clive Bartholomew Walker <>
Subject   st: Newey West Information Criterion
Date   Tue, 5 Oct 2010 09:49:30 +0100

Dear Statalisters

I'm running Stata 11.0 on Windows 7

Does anybody know how to run Information Criteria for lag length selection when running a regression with Newey West robust standard errors?

Thanks in advance

*   For searches and help try:

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