On Robust Inference in Time Series Regression
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下载链接：
https://www.nber.org/papers/w32554
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资源简介：
Least squares regression with heteroskedasticity consistent standard errors (OLS-HC regression) has proved very useful in cross section environments. However, several major difficulties, which are generally overlooked, must be confronted when transferring the HC technology to time series
提供机构：
美国国家经济研究局
创建时间：
2024-06-01
