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爱吃鸭架子
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On the options tab of the equation estimation dialog there are settings for the "Coefficient covariance matrix". Select "HAC (Newey-West)" from the combo. The truncated uniform kernel is used for Hansen-Hodrick. Newey-West use the Bartlett kernel. You can choose your bandwith method as desired.
2017年07月07日 10点07分
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