title: Newey-West p-values in Matlab
body: <p>Is there a command to calculate the p-values for the Newey-West correction?</p>
  
  <p>The matlab <a href="http://www.mathworks.com/help/econ/hac.html" rel="nofollow">helpfiles</a> state that the hac command is used to estimate Newey-West but I can't find out which option to use to display the p-values. </p>