Thanks for that Charles! I expect the Wald stat for OLS is no different? I’m also interested in whether there’s a simple method for calculation of a heteroscedasticity and autocorrelation robust Wald statistic? Many Thanks, Gareth Reply
Thanks for that Charles!
I expect the Wald stat for OLS is no different?
I’m also interested in whether there’s a simple method for calculation of a heteroscedasticity and autocorrelation robust Wald statistic?
Many Thanks,
Gareth