HAC

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Mir
Posts: 10
Joined: Sun Jun 21, 2009 3:19 pm

HAC

Postby Mir » Mon Jul 06, 2009 1:46 am

Hello,

I had a look at the user guide and I am a bit unsure about T/(T-k) fraction in front of both equations for HAC (16.14 and 16.15 in 5.1 guide and 25.14, 25.15 in Version 6, User Guide II) - when I look at Greene textbook, I think the formulae look different. Maybe this is due to asymptotics where the fraction would tend to 1?

Thank you for your help.
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