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What does HAC stand for?

HAC stands for Heteroskedasticity and Autocorrelation Consistent

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Other Resources: Acronym Finder has 84 verified definitions for HAC

Samples in periodicals archive:

econometrica, vol. 59, no. 3 (may, 1991), 817-858 heteroskedasticity and autocorrelation consistent covariance matrix estimation by donald w. k. andrews1
Abstract. Long-run covariance plays a major role in much of time-series inference, such as heteroskedasticity- and autocorrelation-consistent standard errors...
econometrica, vol. 60, no. 4 (july, 1992), 953-966 an improved heteroskedasticity and autocorrelation consistent covariance matrix estimator by donald w. k. andrews...