22 авг. 2019 г. · The documentation for --newey2-- says the following: newey2 handles missing observations differently for time series and panel data sets.

4 июл. 2014 г. · newey+force doesn't handle breaks in time series the way you probably want it to. You should use either ivreg2 or David Roodman's newey2 instead ...

21 мая 2016 г. · I am having panel data with 1546 observations from 151 companies over 18 years. For each year I am adding firm-specific as well as macroeconomic data from time ...

3 окт. 2022 г. · I want to create a table that summarizes the mean and t-stat (adjusted by newey-west) for each group q5tff12_cei. I can use the newey2 command.

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 ...

6 апр. 2023 г. · The question arises that whats the optimal lag lengths? How can I be assured that lag(4) or lag (3) or ... is the proper one?

26 янв. 2016 г. · Hello. What is the difference ( except for autocorrelation up to n lag) between newey2 and xtreg , as I should get the same results between ...

19 дек. 2018 г. · The key to making -newey- work on panel data is the -force- option. Without the -force- option Stata issues an error message and refuses to ...

27 окт. 2018 г. · newey does not output an R-squared or adjusted R-squared statistic, so you will have to pick these from the equivalent OLS regression.

1 июн. 2022 г. · Hello there, I have a monthly dataset (6 dependent variables and 5 independent variables) for 23 countries and I need to estimate the ...