Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at

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

Re: st: Panel data newey-west test statistic

From   Sami Alameen <>
Subject   Re: st: Panel data newey-west test statistic
Date   Wed, 25 Jan 2012 02:20:42 +0200

You have many choices, I will list some of them

net install newey2, replace
use grunfeld
xi: newey2 invest kstock mvalue i.year, lag(1) & i.year Are for cross-section & year effects respectively

you can also use (for other procedures that deal with hetero and/or
correlated errors)

net install xtscc, replace
help xtscc

Stata standard commands of xtgls, xtpcse & xtregar
see their help files

Good luck
*   For searches and help try:

© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index