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regressions with Newey–West standard errors for a list of countries
regressions with Newey–West standard errors for a list of countries

I have a panel-data and I use ‘asreg’ or ‘rangestat’ to estimate a regression for each country separately. Instead of using the ordinary covariance method, I want to estimate OLS regressions with Newey–West standard errors robust to heteroskedasticity.
For a single time series, the command below is used to estimate it in Stata.
newey y x1 x2, lag(0)
How can I apply this approach in ‘asreg’ or ‘rangestat’? or do you know any other method to estimate this regression for a large number of countries separately?
Thanks.

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regressions with Newey–West standard errors for a list of countries

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