T test critical values

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joseph Frank
joseph Frank 2012 年 3 月 30 日
Hi,
I am using regstats2 function to get the HAC Newey West t statistics. However, I want to compare this t test with a critical t test to know whether they are significant or not. I can't use the p value to know anymore because the p-values correspond to the non robust t tests. is there a way to generate these critical t values ?

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