[Limdep Nlogit List] Newey-West estimator

Anat Manes manes at agri.huji.ac.il
Mon Aug 21 01:03:22 EST 2006

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Hi all,

Does anyone know whether the GMM Newey-West estimator in a panel data
accounts for autocorrelation?

Will appreciate any comment.


Anat

The Department of Agricultural Economics
The Hebrew University, Rehovot 76100 Israel
Phone: 972-8-9489231
Fax: 972-8-9466267

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