neweyfixedb and testfixedb commands, where did they go?

[Rolando Valdez]

Hello,

I knew that used to exist these commands (neweyfixedb, testfixedb) to run a time series regression with Newey-West standard errors but with the fixed b critical values developed by Vogelsang (2012). I'm running the 14.1 stata version and I can't find anything about this theme.

Thank you in advance for further information.

RV

[Rolando Valdez]

Finally I found the answer. I had to get the ado files with the algorithm and a didn't know, because I thought it was a command built in stata.

Anyway if someone is interested in this issues or have had the same trouble, I share the link to download de ado files.

https://msu.edu/~tjv/fixedbstata.zip

Regards,

RV