Logl Object and HAC standard errors

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KarinL
Posts: 25
Joined: Thu Feb 03, 2011 8:45 am

Logl Object and HAC standard errors

Postby KarinL » Tue Feb 08, 2011 8:54 am

Hello, I'm using EViews 7.
I am estimating a GARCH model with likelihood methods, i.e. using a Logl Object.
Is there an option for this object to get the HAC standard errors, or robust t-stats calculated?
Searching the User Guide, I only found this options for LS estimatation. Thanks.

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: Logl Object and HAC standard errors

Postby EViews Gareth » Tue Feb 08, 2011 9:06 am

There is nothing built in, no.


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