[RsR] Newey West

[Achim Zeileis]

On Tue, 26 Jun 2007, Nicolas Mougeot wrote:

> Hi all,
>
> anyone knows how to compute OLS with Newey West estimators in R?

Look at package "sandwich", in particular
  vignette("sandwich", package = "sandwich")
Z

> Rgds,
>
> Nicolas
>
>
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