window=arg

Type of long-run covariance to compute: “sym” (symmetric), “lower” (lower - lags in columns), “slower” (strict lower - lags only), “upper” (upper - leads in columns), “supper” (strict upper - leads only)

noc

Do not remove means (center data).

rwgt=arg

Row weights.

out=arg

Name of output sym or matrix (optional).

panout=arg

Name of panel output matrix (optional).

prompt

Force the dialog to appear from within a program.

p

Print results.

lag=arg (default=0)

Lag specification: integer (user-specified number of lags), “a” (automatic selection).

infosel=arg (default=“aic”)

Information criterion for automatic selection: “aic” (Akaike), “sic” (Schwarz), “hqc” (Hannan-Quinn) (if “lag=a”).

maxlag=integer

kern=arg (default=“bart”)

Kernel shape: “none” (no kernel), “bart” (Bartlett, default), “bohman” (Bohman), “daniell” (Daniell), “parzen” (Parzen), “parzriesz” (Parzen-Riesz), “parzgeo” (Parzen-Geometric), “parzcauchy” (Parzen-Cauchy), “quadspec” (Quadratic Spectral), “trunc” (Truncated), “thamm” (Tukey-Hamming), “thann” (Tukey-Hanning), “tparz” (Tukey-Parzen), “user” (User-specified; see “kernwgt=” below).

kernwgt=vector

User-specified kernel weight vector (if “kern=user”).

bw=arg (default=”nwfixed”)

Bandwidth: “fixednw” (Newey-West fixed), “andrews” (Andrews automatic), “neweywest” (Newey-West automatic), number (User-specified bandwidth).

nwlag=integer

Newey-West lag-selection parameter for use in nonparametric bandwidth selection (if “bw=neweywest”).

bwoffset=integer (default=0)

Apply integer offset to bandwidth chosen by automatic selection method (“bw=andrews” or “bw=neweywest”).

bwint

Use integer portion of bandwidth chosen by automatic selection method (“bw=andrews” or “bw=neweywest”).