Newey West HAC in command line

[Zausel]

I have a question regarding Newey West standard erros.

I have a simple regression code to run ols for 23 country Index funds:

for !i = 1 to country.@count
%name = country.@seriesname(!i)
equation eq_{%name}.ls {%name} c msci_world
next

Which code can i use that the Newey West standard errors are automatically calculated for each country index fund?




Thanks for your help!

[trubador]

...
equation eq_{%name}.ls(n) {%name} c msci_world
...