Am 23.03.2021 um 12:18 schrieb Periklis Gogas:
I just saw this thanks! are these treated to create confidence intervals as usual? ie Hurst +/-1.96* standard error?
Well, I'd cautiously say it would be good if you as the researcher had some idea about the limiting distributions involved there. I'm not an expert in that literature, but my guess would be that typically, yes, it would be valid as an asymptotic approximation and almost surely not strictly valid in finite samples. cheers sven _______________________________________________ Gretl-users mailing list -- gretl-users@gretlml.univpm.it To unsubscribe send an email to gretl-users-le...@gretlml.univpm.it Website: https://gretlml.univpm.it/postorius/lists/gretl-users.gretlml.univpm.it/
