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Heteroscedastic Autocorrelation Consistent Coefficients

A prospect doing financial modeling has asked about obtaining standardized heteroscedastic autocorrelation consistent coefficients. My searches have led me down the econometrics path and got me thinking this may be related to ARCH modeling, which is available in SAS ETS but not JMP. Can anybody confirm whether JMP has this capability?

@jiancao, perhaps you're familiar?

Re: Heteroscedastic Autocorrelation Consistent Coefficients

No, we don't.

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