LDVHAC

[EViews Esther]

This thread is about the LDVHAC add-in that calculates heteroskedasticity and autocorrelation consistent (HAC) standard errors for limited dependent models such as probit and logit.

[Change log]
2011/05/23 Changed bandwidth options (E.g. User-specified bandwidth has no default value).

[ramzan]

how to use theses add-inns

[EViews Esther]

Inference in models which contain autocorrelation and/or heteroskedasticity of unknown form requires
covariance matrix estimators that can consistently estimate the covariance of the model parameters.

This add-in will provide you suitable heteroskedasticity and autocorrelation consistent (HAC) estimators.

To apply the add-in, you can take the following steps.
(1) Download *LDVHAC*
(2) Click *Add-ins* button
(3) Click *HAC covariance matrix calculation for LDV models*

[ramzan]

there is no add-inns menu and i have Eviews 7

[trubador]

i have Eviews 7

http://forums.eviews.com/viewtopic.php? ... 2122#p7174

[KarinL]

Hello,
I just stumbled across the range of add-ons provided for eviews7.
For what object is this add-on intended?
I'm estimating a specific garch -model by MLE, i.e. using a LOGL object and would like to estimated robust t-stats with HAC standard errors.
Is this add-on applicable for my case?
Thanks in advance.

[EViews Gareth]

This Add-in is for equation objects - i.e. estimation using the built in probit/logit procedures.

[KarinL]

ah, ok. So, then there is no way to use the add-in in my particular case?

[EViews Gareth]

Indeed.