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Matthias Fischer

2002-Nov-20 09:09 UTC

[R] HAC Standard errors

Dear R-users,

are there any functions/packages in R that calculate the HAC standard erros for
OLS
(Newey/Weast)?

Thanks,

M. Fischer
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vito muggeo

2002-Nov-20 10:57 UTC

head link

[R] HAC Standard errors

See the Thomas Lumley home page

There is code at
  http://faculty.washington.edu/tlumley/weave.html

best,
vito



----- Original Message -----
From: "Matthias Fischer" <Matthias.Fischer at
wiso.uni-erlangen.de>
To: <r-help at stat.math.ethz.ch>
Sent: Wednesday, November 20, 2002 10:09 AM
Subject: [R] HAC Standard errors

> Dear R-users,
>
> are there any functions/packages in R that calculate the HAC standard
erros for OLS> (Newey/Weast)?
>
> Thanks,
>
> M. Fischer
> -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.
-.-.-> r-help mailing list -- Read
http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html> Send "info", "help", or "[un]subscribe"
> (in the "body", not the subject !)  To: r-help-request at
stat.math.ethz.ch
>_._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._.
_._
-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
Send "info", "help", or "[un]subscribe"
(in the "body", not the subject !)  To: r-help-request at
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_._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._

R help - Nov 2002 - HAC Standard errors

[R] HAC Standard errors

[R] HAC Standard errors