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WebNewby Sartip & Masel, LLC practices civil litigation in both state and federal courts. We are licensed in South Carolina, North Carolina, Georgia, West Virginia and Florida. We represent both individuals and businesses, and are active in corporate law, land use regulation, residential and commercial real estate development and transactions, commercial … A Newey–West estimator is used in statistics and econometrics to provide an estimate of the covariance matrix of the parameters of a regression-type model where the standard assumptions of regression analysis do not apply. It was devised by Whitney K. Newey and Kenneth D. West in 1987, although there … See more In Julia, the CovarianceMatrices.jl package supports several types of heteroskedasticity and autocorrelation consistent covariance matrix estimation including Newey–West, White, and Arellano. See more • Heteroskedasticity-consistent standard errors See more • Bierens, Herman J. (1994). Topics in Advanced Econometrics: Estimation, Testing, and Specification of Cross-section and Time Series Models. New York: Cambridge University Press. pp. 195–198. ISBN 978-0-521-41900-0. • Hamilton, James D. See more bone china clock box
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