ExampleCodeOLShac
Below you can find example code which uses the OLShac function. That function estimates a linear model using OLS. Results are returned in a structure. Amongst the results are White standard errors and Newey-West standard errors.
Below you can find example code which uses the OLShac function. That function estimates a linear model using OLS. Results are returned in a structure. Amongst the results are White standard errors and Newey-West standard errors.