公式是这个
这个是回归结果,我就这里看不懂:This table reports the Newey–West t-statistics for the indicated coefficients from the estimation of the VAR specification shown below, where each VAR is estimated separately for the indicated year. Also reported is the p-value for the F-test of the hypothesis that 伽马r1=r2=r3=r4= 0(就是公式的ABX之前的系数伽马打不出来rk). In this specification, Y denotes the financial market variable that appears as the dependent variable while ABX denotes the ABX。
我看不懂黄字部分怎么做出来的啊? 回归结果给出的P-value 是不是就是hypothesis:伽马K全=0做出来的啊,这个检验怎么做的啊,是用的Newey–West t-statistics吗? 这里跳跃太大了 我真心搞不懂,下边是回归分析,里边也有提
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