Recursive Estimation with OLS

[Torben]

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 an estimation with default settings (i.e. no adjustments to standard errors)?

Thank you very much in advance.

Best regards


Torben