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- Tue Sep 05, 2017 12:20 am
- Forum: Estimation
- Topic: Hodrick (1992) standard errors
- Replies: 0
- Views: 2322
Hodrick (1992) standard errors
Hello. I'm writing a thesis and I'm wondering if EViews has a way to implement Hodrick (1992) standard errors? The paper is: Hodrick, R. J. (1992). Dividend yields and expected stock returns: Alternative procedures for inference and measurement. The Review of Financial Studies, 5(3), 357-386. For re...