HAC
Posted: 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.
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.