结果:找到“NeweyWest”相关内容5个,排序为按回复时间降序,搜索更多相关帖子请点击“高级”
请问高手关于NeweyWest robust t test
1 个回复 - 5888 次查看
The Newey-West standard error correction is a commonly used heteroscedasticity and autocorrelation correction. The formula for the Newey-West covariance matrix estimator can be found in Greene (2000). ...
2014-3-5 15:41 - zhhofe1736 - 计量经济学与统计软件