Eviews 9 clustered standard errors

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drake
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Joined: Tue May 12, 2020 7:54 am

Eviews 9 clustered standard errors

Postby drake » Sat May 30, 2020 2:34 am

is there clustered standard errors option in Eviews 9? How can I do this?
Thanks in advance

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
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Joined: Tue Sep 16, 2008 5:38 pm

Re: Eviews 9 clustered standard errors

Postby EViews Gareth » Sat May 30, 2020 7:47 am

There is nothing built in.

You'll have to perform it manually, or upgrade your version.
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drake
Posts: 9
Joined: Tue May 12, 2020 7:54 am

Re: Eviews 9 clustered standard errors

Postby drake » Sun May 31, 2020 5:01 am

ok thanks. How can I build it manually?

drake
Posts: 9
Joined: Tue May 12, 2020 7:54 am

Re: Eviews 9 clustered standard errors

Postby drake » Sun May 31, 2020 11:56 pm

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?

EViews Glenn
EViews Developer
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Joined: Wed Oct 15, 2008 9:17 am

Re: Eviews 9 clustered standard errors

Postby EViews Glenn » Mon Jun 01, 2020 7:59 pm

White period is cross section cluster robust.

drake
Posts: 9
Joined: Tue May 12, 2020 7:54 am

Re: Eviews 9 clustered standard errors

Postby drake » Wed Jun 03, 2020 6:08 am

thank you

drake
Posts: 9
Joined: Tue May 12, 2020 7:54 am

Re: Eviews 9 clustered standard errors

Postby drake » Wed Jun 03, 2020 6:53 am

what are the difference between white period and white cross section?

EViews Glenn
EViews Developer
Posts: 2643
Joined: Wed Oct 15, 2008 9:17 am

Re: Eviews 9 clustered standard errors

Postby EViews Glenn » Fri Jun 05, 2020 10:31 am

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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