[Gretl-users] Re: How to apply the HAC option in Gretl?

On Tue, 8 Nov 2022, Sven Schreiber wrote: > > Maybe this way of handling it is preferable, given that other > alternatives will also be imperfect. But there is some arbitrariness > involved in the approach of Eviews. Granted, there is, but I guess it's better than nothing, provided the user is notified appropriately. I'm getting the following output: <output> Model 1: OLS, using observations 1-64 (T = 53) Missing or incomplete observations dropped: 11 Dependent variable: y HAC standard errors, bandwidth 2 (Bartlett kernel)              coefficient   std. error   t-ratio   p-value   --------------------------------------------------------   const      -0.536282      0.122625    -4.373    6.05e-05 ***   x          -0.0521759     0.175615    -0.2971   0.7676 ... Sven (or any other): could you cross-check against eviews to see if results match?