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st: Newey West standard errors in an ordered probit


From   Israel.Malkin@sf.frb.org
To   statalist@hsphsun2.harvard.edu
Subject   st: Newey West standard errors in an ordered probit
Date   Fri, 20 Jul 2012 11:36:23 -0700

Dear Statalist,

How could one correct for serial correlation when running an ordered 
probit?
Is there a way to obtain Newey West standard errors when running an 
ordered probit?

Thanks,
Israel Malkin


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