Application of the Newey-West technique will alter the estimates of the P-values on the structural parameters.

Name: Application of the Newey-West technique will alter the estimates of the P-values on the structural parameters.
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Question

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The Newey-West technique adjusts the standard errors to account for autocorrelation and heteroskedasticity, which can affect the calculation of P-values for the structural parameters.

Application of the Newey-West Technique Will Alter the Estimates of the P-Values