2. Newey-West estimator: Extend the linear model code we wrote in class to implement a Newey-West corrected OLS estimator with autocovariance term. The robust variance covariance matrix for this Newey-West estimator is Var(A) = (X'X)-'X'nX(X'X)-1 where 9 0 = 0 9 0 0 You can either create a new inheriting class or you can add the functionality as an option in the least squares code that we wrote