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by dedy
Tue Nov 17, 2020 12:06 am
Forum: Econometric Discussions
Topic: HAC result
Replies: 0
Views: 2585

HAC result

while running ols with hac..
prewhitening with lag = 0 from AIC maxlags=12.. what the meaning of "prewhitening with lag" and maxlag on that result???

THANKS

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