Hi all,
I'm a new user of Gretl. I'm using ols in the estimation of a time series model. T
want to us ethe HAC-option to correct for autocorrelation and heteroscedasticity. I tried
the robust option, but to what I can see it only corrects for heteroscedasticity? Great if
anyone could help me with the Gretl script for HAC and how to put it together with the ols
command. All suggestions are appreciated 😊
Regards,
Tobben
Show replies by date