Re: [Gretl-users] 2SLS without HAC standard errors
On Fri, 1 Jun 2012, Anutechia Asongu wrote:
Dear All,
My 2SLS results without HAC standard errors are promising
whereas those with HAC standard errors are not. Hitherto, I have been
used to robust HAC standard errors in my estimations. I'll like to
enquire if a sound case could be made for presenting results without
HAC standard errors.
The prevailing attitude in the scientific community is to report those
which look better to you. Of course, the next step is to ignore what your
discussants say and accuse your referees of blatant bias and incompetence.
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Riccardo (Jack) Lucchetti
Dipartimento di Economia
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
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