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Thank you again, Trubador. Using both methods I can construct the standard errors for QML. :)

Thank you very much. It work very well. Now I would like to construct the estimation erros of the QML method using the score function. I checked that there is possible to get it as a table of the gradients. But i dont know how to manipulate it, e.x. how can i get the Hessian matrix?. could you pleas...

Dear all,

I am new with Eviews and i have no idea how to implement it. I would like to estimate an AR(2) with ML method and errors a t-distribution with 3 degree of freedom.
The same with errors distribution N(0,3).

Thank you beforehand.
Chuse.