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st: Re: newey2 vs ivreg2

From   Kit Baum <[email protected]>
To   [email protected]
Subject   st: Re: newey2 vs ivreg2
Date   Fri, 14 Jan 2005 08:53:14 -0500

But in including robust to get H-AC std errors you took out the -small- option, so you're comparing t-stats with z-stats.

Kit Baum, Boston College Economics

On Jan 14, 2005, at 2:33 AM, Clive wrote:

. ivreg2 growthpc trade fdi unem left spend captax labtax, bw(2) robust

OLS regression with robust standard errors
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