HAC standard errors explained: Newey-West procedure (Excel)

Extended newey (HAC covariance estimation) regression Use Newey West standard errors newey2 STATA 18Подробнее

Newey-West Standard Errors for Heteroscedasticity and AutocorrelationПодробнее

Newey-West Standard ErrorsПодробнее

Newey WestПодробнее

10i Fixed effects model in R with HAC & Newey WestПодробнее

R : Newey-West standard errors with Mean Groups/Fama-MacBeth estimatorПодробнее

Newey-West Covariance Matrix (Intuition and Computation)Подробнее

Excel: Standard Errors in Linear RegressionПодробнее

Heteroskedasticity consistent standard errors: Sandwich estimator explained (Excel)Подробнее

Robust Standard ErrorsПодробнее

9h Regression Diagnostics in R – Handling Het Huber White Newey West robust SE vcovHC, stargazerПодробнее

R: Robust Standard Errors for Regression in 60 Seconds (HC3, HC4)Подробнее

2008 Methods Lecture, Mark Watson, "Heteroskedasticity and Autocorrelation Consistent Standard..."Подробнее

Robust standard errors in EViewsПодробнее

Standard ErrorsПодробнее

Master Econometrics Standard Errors in 6 Minutes!Подробнее

STATA Presentation - Econ 75Подробнее

Standard Error of the Mean in ExcelПодробнее