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- Mon Nov 08, 2010 11:31 pm
- Forum: Estimation
- Topic: Panel data robust standard errors
- Replies: 0
- Views: 2858
Panel data robust standard errors
I have a panel dataset with T=59 and N=11 and am using EViews 6. Does EViews have a built in function to estimate robust standard errors suitable for large T and small N? It is my understanding that the "White period" covariance option estimates robust standard errors based on the techniqu...