Dear all, I am looking for an equivalent to the "newey2"-extension in Stata, in order to compute Newey-West HAC standard errors in a regression using panel data.
I would be very grateful for advice which R-package could do this. I thank you very much in advance. Dirius ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.