src/luck_v_skill.py
def mLag(no_obs):
    '''Calculates the lag selection parameter for the standard HAC Newey-West
    (1994) plug-in procedure.

    INPUT
    -----
    no_obs: int
        - number of observations in the endogenous variable for a regression
    OUTPUT
    ------
    lag_select: int
        - max number of lags
    '''
    return np.floor((4*no_obs/100)**(2/9)).astype(int)
Calculates the lag selection parameter for the standard HAC Newey-West
    (1994) plug-in procedure.

    INPUT
    -----
    no_obs: int
        - number of observations in the endogenous variable for a regression
    OUTPUT
    ------
    lag_select: int
        - max number of lags
    
Calculates the lag selection parameter for the standard HAC Newey-West
(1994) plug-in procedure.

INPUT

int
number of observations in the endogenous variable for a regression
OUTPUT

int
max number of lags
Calculates the lag selection parameter for the standard HAC Newey - West ( 1994 ) plug - in procedure . INPUT int number of observations in the endogenous variable for a regression OUTPUT int max number of lags
def mLag(no_obs):
    return np.floor((4*no_obs/100)**(2/9)).astype(int)
def mLag ( no_obs ) : return np . floor ( ( 4 * no_obs / 100 ) ** ( 2 / 9 ) ) . astype ( int )
Calculates the lag selection parameter for the standard HAC Newey-West
(1994) plug-in procedure.
Calculates the lag selection parameter for the standard HAC Newey - West ( 1994 ) plug - in procedure .
'''Calculates the lag selection parameter for the standard HAC Newey-West
    (1994) plug-in procedure.

    INPUT
    -----
    no_obs: int
        - number of observations in the endogenous variable for a regression
    OUTPUT
    ------
    lag_select: int
        - max number of lags
    '''
no_obs