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Hi! I´m looking for somekind of a test for the fit of a laplace distribution i.e. whether the estimated error structure follows the laplace distribution. It´s easy for the normal distribution with the jarque-bera, but I´m not quite sure how to get one done for a laplace distribution = GED with fixed...

ok well I did some further research on this and it seems to me that because the ar(1) and ar(2) refer to the Cochrane-Orcutt transformation for serial correction in the error term it is possible to get different results than from an initial OLS without the correction. I actually managed to ind a thr...

Hi there! I have a bit of an issue with getting my rather complex model to converge. First I estimated a model with OLS and HAC no problem there, but as the residuals were both autocorrelated and heteroskedastic (no real surprise there, I just wanted to go through the model building process) I estim...