安同學(xué)
2019-05-18 12:02hansen 和Newey的方法是一個(gè)還是兩個(gè)不同的？
所屬：CFA Level II > Quantitative Methods 視頻位置 相關(guān)試題
來源： 視頻位置 相關(guān)試題
1個(gè)回答
Chris Lan助教
2019-05-20 09:35
該回答已被題主采納
同學(xué)你好，
這是兩種不同的方法。
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
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