Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
| From | owner-statalist@hsphsun2.harvard.edu |
| To | statalist@hsphsun2.harvard.edu |
| Subject | st: From: Pongkhi Bujorbarua <pongkhi@gmail.com> |
| Date | Mon, 23 Jan 2012 20:24:15 -0800 |
Hi All Had a question on the VAR model in Stata. Is it possible to obtain Newey-West standard errors using Stata's VAR. I read the documentation and it does not appear so. VAR uses reg3 which used SUREG and none have any standard error correction. However, I wanted to check if someone has some code to share. Thank you Abhi * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/