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9 Regression with Newey-West standard errors | Download Table
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SOLVED:Question HAC Standard Errors Output newey X if tin(1,150) , Lag (3) Regression with Newey_West standard errors maximum Lag: Number of obs F( 1, 148) Prob 150 42066. 76 0.0000 Newey_West Coef Std. Err PzItl [95% Conf_ Interval] 3.999226 1289375 ...
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The Distribution of Newey-West t-Statistics A. Simulated Newey-West... | Download Scientific Diagram
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