is there clustered standard errors option in Eviews 9? How can I do this?
Thanks in advance
Eviews 9 clustered standard errors
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- Fe ddaethom, fe welon, fe amcangyfrifon
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Re: Eviews 9 clustered standard errors
There is nothing built in.
You'll have to perform it manually, or upgrade your version.
You'll have to perform it manually, or upgrade your version.
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Re: Eviews 9 clustered standard errors
ok thanks. How can I build it manually?
Re: Eviews 9 clustered standard errors
If I have an unbalanced panel and I estimate a fixed effects equation, with the fixed periods on the effects specification, can I use the coef covariance method "white cross-section" to have a robust estimation for cluster?
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- EViews Developer
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Re: Eviews 9 clustered standard errors
White period is cross section cluster robust.
Re: Eviews 9 clustered standard errors
thank you
Re: Eviews 9 clustered standard errors
what are the difference between white period and white cross section?
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- EViews Developer
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Re: Eviews 9 clustered standard errors
White period allows for intra cross-section (between period) correlation. White cross-section allows for intra period (between cross-section) correlation.
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