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150 bytes added ,  18:34, 27 February 2012
*Check that the Boehmer standard errors are the cross-sectional ones generated by OLS.
*Check the specification of the McKinley standard errors.
 
For the tables we need ARs for 2,3 and 7 day, where 2 day is days 0 & 1, and others are symmetric.
 
For robustness we need ARs for 5,9, and 11 days.
SDC:
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