OLS with the full Gauss-Markov referee battery — Breusch-Pagan/White heteroskedasticity, Durbin-Watson/Breusch-Godfrey serial correlation, VIF multicollinearity, Jarque-Bera, Ramsey RESET, Chow break — and the verdict column that matters, naive p vs HAC p side by side. Use for "is this regression ed
OLS with the full Gauss-Markov referee battery — Breusch-Pagan/White heteroskedasticity, Durbin-Watson/Breusch-Godfrey serial correlation, VIF multicollinearity, Jarque-Bera, Ramsey RESET, Chow break — and the verdict column that matters, naive p vs HAC p side by side. Use for "is this regression edge real", "does X predict Y", factor and cross-asset predictor claims. If significance only exists i
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