Heteroskedasticity- and autocorrelation-robust F and t tests in Stata

Ye, XQ; Sun, YX

Ye, XQ (reprint author), South Cent Univ Nationalities, Sch Math & Stat, Wuhan, Hubei, Peoples R China.

STATA JOURNAL, 2018; 18 (4): 951

Abstract

In this article, we consider time-series, ordinary least-squares, and instrumental-variable regressions and introduce a new pair of commands, har and ......

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