Displaying 1 result from an estimated 1 matches for "brinv_bw".
2009 Dec 10
2
Problem with coeftest using Newey West estimator
...56 **
EOil 8.6762170 0.0853216 101.6884 9.67e-05 ***
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Signif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
But then I got an error and I don't understand what it means or even why it occurs now:
> oberlm <- lm(DYI ~ BIP + BrInv_bw + EOil, data=HU_I)
> coeftest(oberlm, NeweyWest(oberlm, lag=2))
Fehler in if ((dimension < 1) | (dimension > n)) stop("wrong embedding dimension") :
Argument hat Länge 0
Zusätzlich: Warning message:
In log(det(varE[[m - order.min + 1]])) : NaNs wurden erzeugt
Can anyone under...