安同学2019-05-18 12:02:42
安同学hansen 和Newey的方法是一个还是两个不同的？
回答（1）
Chris Lan2019-05-20 09:35:56
Chris Lan同学你好，
这是两种不同的方法。
Two of the most prevalent methods for adjusting standard errors were developed by Hansen (1982) and Newey and West (1987). These methods are standard features in many statistical software packages. An additional advantage of these methods is that they simultaneously correct for conditional heteroskedasticity
- 评论（0）
- 追问（0）
评论
0/1000
追答
0/1000
+上传图片