Time-Series Reference Manual | Stata Press
Getting p-values and t-values with asreg - StataProfessor
ARDL in stata - Statalist
time-series-stata-cumulative - ECONOMETRICS TUTORIAL for STATA
statistics - Robust Linear Regression Results in Python and Stata Do Not Agree - Stack Overflow
PDF) Newey-West standard errors for probit, logit, and poisson models
Figure 4 from Conducting Interrupted Time-series Analysis for Single- and Multiple-group Comparisons | Semantic Scholar
Endogenous variables
Newey-West Covariance Matrix (Intuition and Computation) - YouTube
Using ITSA to examine the effectiveness of the CSU model
HAC standard errors explained: Newey-West procedure (Excel) - YouTube
PPT - Chapter 15 PowerPoint Presentation - ID:2053444
Comparison of Six Statistical Methods for Interrupted time Series Studies: Empirical Evaluation of 190 Published Series
Uniform nonparametric inference for time series using Stata - Jia Li, Zhipeng Liao, Mengsi Gao, 2020
Distribution of Estimates
Multiple-group ITSA with Newey-West standard errors and one lag; all 38... | Download Scientific Diagram
HAC robust standard errors. – MSR Economic Perspectives
Solved D Question 8 1 pts In order to calculate Newey West | Chegg.com
time-series-stata-newey-rs - ECONOMETRICS TUTORIAL for STATA
Newey-West Standard Errors | Real Statistics Using Excel
Interrupted time series
