[Gretl-users] subsampling and HAC option

[Arnaud Bervas]

Hi

I wanted to know how you can get HAC standard errors once you have 
sub-sampled the dataset, since sub-sampling transforms the initial 
time-series dataset into a cross-sectional one ? The users guide says you 
can redefine the structure of the data, but when you choose the initial 
starting date, the final date does not correspond anymore to what it was 
initially, due to removed value. Anyway, I could not get the HAC std 
errors...

Thanks for your help!