[R] HAC Standard errors

[vito muggeo]

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
> -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.
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