Heteroskedasticity in VARs

For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

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Heteroskedasticity in VARs

Postby schteeke1 » Mon May 08, 2017 10:51 am

Hello, does Eviews use robust standard errors when estimating VARs (adjusting for heteroskedasticity)?
I have never seen any "button" allowing for this.

Thanks in advance.

EViews Gareth
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Re: Heteroskedasticity in VARs

Postby EViews Gareth » Mon May 08, 2017 10:54 am

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