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I'm trying to replicate the above, but am unsure how to deal with putting the standard errors in the line below. Any help?

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up vote 10 down vote accepted

If you're using the amsmath package, you can use \underset:

\hat{p}_{t} = \underset{(1.958)}{0.900}+\underset{(0.017)}{0.997}p_{t-1},
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Thank you very much! – Brian May 1 '14 at 7:38

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