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- Thu Mar 07, 2013 3:36 am
- Forum: Econometric Discussions
- Topic: Recursive Estimation with OLS
- Replies: 0
- Views: 1450
Recursive Estimation with OLS
Hi everyone, I have a question concerning recursive estimation with OLS. When I estimate an OLS-model with HAC standard errors and conduct a recursive estimation of the coefficients afterwards, does the recursive estimation also use my settings, that is HAC standard errors in this case, or is this a...