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Eviews 9 clustered standard errors

Posted: Sat May 30, 2020 2:34 am
by drake
is there clustered standard errors option in Eviews 9? How can I do this?
Thanks in advance

Re: Eviews 9 clustered standard errors

Posted: Sat May 30, 2020 7:47 am
by EViews Gareth
There is nothing built in.

You'll have to perform it manually, or upgrade your version.

Re: Eviews 9 clustered standard errors

Posted: Sun May 31, 2020 5:01 am
by drake
ok thanks. How can I build it manually?

Re: Eviews 9 clustered standard errors

Posted: Sun May 31, 2020 11:56 pm
by drake
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?

Re: Eviews 9 clustered standard errors

Posted: Mon Jun 01, 2020 7:59 pm
by EViews Glenn
White period is cross section cluster robust.

Re: Eviews 9 clustered standard errors

Posted: Wed Jun 03, 2020 6:08 am
by drake
thank you

Re: Eviews 9 clustered standard errors

Posted: Wed Jun 03, 2020 6:53 am
by drake
what are the difference between white period and white cross section?

Re: Eviews 9 clustered standard errors

Posted: Fri Jun 05, 2020 10:31 am
by EViews Glenn
White period allows for intra cross-section (between period) correlation. White cross-section allows for intra period (between cross-section) correlation.