[R] Newey West HAC-errors for panels

Dirk Heine dirk at common-future.org
Sat Jan 22 13:25:31 CET 2011

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.


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