[Gretl-users] VAR: Robust standard errors

[Henrique Andrade]

Dear Gretl Users,

Sorry for the silly question, but how can we use HAC standard errors in a
VAR estimation? Why does Gretl give us the HC1 variant?

Thnaks in advance,
Henrique C. de Andrade
Doutorando em Economia Aplicada
Universidade Federal do Rio Grande do Sul
www.ufrgs.br/ppge

Dear Gretl Users,

Sorry for the silly question, but how can we use HAC standard errors in a VAR estimation? Why does Gretl give us the HC1 variant?

Thnaks in advance,
Henrique C. de Andrade
Doutorando em Economia Aplicada
Universidade Federal do Rio Grande do Sul
www.ufrgs.br/ppge