Date: Mon, 19 Jan 1998 19:51:04 -0500
Reply-To: Sang-Gyung Jun <sjun@ACSU.BUFFALO.EDU>
Sender: "SAS(r) Discussion" <SAS-L@UGA.CC.UGA.EDU>
From: Sang-Gyung Jun <sjun@ACSU.BUFFALO.EDU>
Organization: UB
Subject: GLS regression, White adjusted t-value
Content-Type: text/plain; charset=us-ascii
Does anyone know how to run GLS (generalized least square) regression in
SAS?
Also, I am wondering whether SAS gives White-adjusted (or Newey-West
adjusted) t-value?
Thanks in advance.
Sang Jun
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