OLSHODRICK: RATS procedure to compute Hodrick standard errors
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Other versions of this item:
- Hodrick, Robert J, 1992. "Dividend Yields and Expected Stock Returns: Alternative Procedures for Inference and Measurement," Review of Financial Studies, Society for Financial Studies, vol. 5(3), pages 357-386.
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KeywordsHodrick standard errors; HAC standard errors; RATS;
All these keywords.
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