HAC Standard errors

Wed, Nov 20, 2002 1:09 AM #

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

Wed, Nov 20, 2002 2:57 AM #

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

erros for OLS

-.-.-

http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html

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