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The 1/4th power comes from Greene's Econometric Analysis (5th Edition) book, where he talks about Newey-West and I'm pretty sure he's referring to lag length. But I have a hard time staying with his notation and therefore get confused with the derivations. I don’t have the time (or desire) to...

Thanks! Unfortunately, I'm not using Panel data (I'm neither testing nor adjusting for fixed or random effects); I'm using GMM on Time Series... I think it’s either the number of observations to the 1/4th power or it's 1/4 * (number of observations raised to the 1/3rd power), but definitely...

Hi, I’m looking for the appropriate criterion to determine lag length for the Newey-West standard errors. Can anyone recommend a source? Thanks in advance. Anna I'm using Greene's Econometrics text but am quite dissatisfied with his notation, which is why I'm confused about lag...

You have surf on ignore, yet, not only do you read his thread, you also POST on it. How deceptive!

I'll have to agree and add that your timing on this entry, surf, was impeccable! Nice job, thus far.

To answer your inquiry, Mr. Surficore, I think it’s about time you take a look at (since this is a stock forum) at <b> RS</b> - <b>Reliance</b> steel and aluminum, baby!

Not entirely. Surf gets inebriated by the annaland ambiance… …wouldn’t you? (you're ok surf)

And you, "professor", don't know the difference between law school and college?!

I'd call if you're long

Is that what you tell your students, "prof"? Surf didn't drop out of college. I'm surprised that's the best fable your logic allowed you to come up with...

That poor coconspirator! She probably thought those intense surficore thoughts were about her…ahh how deceiving that market can be…

Throne, I'm sure someone as bright as yourself can figure that out without poking holes.. and yes, English is actually my 3rd language. Take your time; I understand the dollar menu has a lot of options nowadays. -missy

Wicked, indeed. Integrity has little to do with trading. Surf’s here posting his trades and what are you doing, aside from sitting on your thrown, probably more of a porcelain goddess? Show me your thread, with your live calls and let the forum judge you of your so called integrity and...

That’s one wicked post! Don’t be surprised when karma bites you in the ass. This time the thunder will hit before the lightening..

that needs to stay annanymous :)

Cutting off your friends in your 20s is a mistake, unless you’re a loner by nature, but then you wouldn’t have had those friends to begin with. What’s the point of ‘success’ if you have no one to share it with? The best advice I can give you is Balance. Find balance between...

This is ET, not a court room. Despite the fact that Steve46 revealed this information I don't think he needs to defend himself, especially after realizing he made a mistake by revealing them in the first place. Anyone who has lost someone in the past knows it’s a terrible event to go through...

Just a suggestion: There are obviously two “camps” of people, those who believe (I use this term loosely) and those who disbelieve in trends. We’ve all established that this difference exists, no need to deviate from the subject by persistently posting repetitive anti- or pro-trend...

From a manhole.. 1 person injured. phew!