17 дек. 2022 г. · Newey-West standard errors are not supported directly by rangestat, which is not primarily a regression command but more a framework for window- ...

11 мая 2020 г. · Now I have read something about the Newey West Standard Error and I calculated the lags using the formula from Stock and Watson m=0.75*Obs^1/3.

22 июн. 2019 г. · My question is: why I get smaller standar errors (and coefficient breaches the significance level) with the HAC se? Should not they be more conservative?

19 дек. 2018 г. · Hello, I wanted to know whether the newey-west command can be used for panel data or not? If no, then how can i get newey-west standard errors

7 сент. 2020 г. · I have a panel-data data setup, however, first I need to run a time series regression by country (C_ID) with Newey-West SE.

30 мая 2022 г. · Fama Macbeth Regression with Newey-West standard errors. 30 May ... stata(): 3598 Stata returned error. FMB3(): - function returned error

3 окт. 2023 г. · I am experiencing problems with estimating SE with Newey-West for certain variables. I use the command newey, with the option force and lag(2) (Stata 18).

8 июл. 2024 г. · They performed a multiple regression with the robust standard errors of Newey-West and also tested for fixed effects. But as I read here in the forum, the ...

13 дек. 2018 г. · Please help resolve some confusion regarding newey (the command to run NW SE regression in Stata): It requires a lag value.

2 апр. 2017 г. · Hi all, I currently have multiple time-series regressions with Newey-West standard errors (as heteroscedasticity and autocorrelation are present) ...