iteration of variance-covriance matrix

[strongbarce]

I wonder can Eviews do iteration of variance-covariance matrix when estimating multiple equations by three stage least squares. It seems that Eviews can just iterate coefficients.

thanks

Charile

[EViews Glenn]

I'm curious as to why you think that. The options for weight iteration in Three-State Least Squares clearly indicate that weight iteration is supported...