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- Sun Nov 25, 2012 11:29 am
- Forum: Estimation
- Topic: HAC s.e. with MA terms
- Replies: 1
- Views: 1717
HAC s.e. with MA terms
Hi technical support. What is the formula of White Heteroskedasticity-Consistent Standard Errors & Covariance when there are Moving Average terms used in the Object Equation, estimatad with Method: LS ? Could you give references? Could you also give references for the backcasting method used to ...