[Gretl-users] VAR: Robust standard errors
Dear Gretl Users,
Sorry for the silly question, but how can we use HAC standard errors in a
VAR estimation? Why does Gretl give us the HC1 variant?
Thnaks in advance,
Henrique C. de Andrade
Doutorando em Economia Aplicada
Universidade Federal do Rio Grande do Sul
www.ufrgs.br/ppge
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