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| From | vikramfinavker1 <vikramfinavker@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | st: Newey-West(1987) |
| Date | Sat, 6 Apr 2013 15:48:00 -0700 (PDT) |
Hi All, Need help on Newey-West(1987). I read a papaers which says "the raw return difference between decile 10 and decile 1 is -1.03% per month with a corresponding Newey-West(1987) t-statistic of -2.83", what does is means? Regards, Vikram -- View this message in context: http://statalist.1588530.n2.nabble.com/Newey-West-1987-tp7580337.html Sent from the Statalist mailing list archive at Nabble.com. * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/