Stepwise Reg

[Quant]

I there any way of estimating a stepwise regression by simultaneously using the PCSE covariance method? In case that the standard errors are indeed biased and the selection of the variables of the stepwise reg is based on the p-values should I hypothiesize that the selection itself may be biased? If not using a stepwise reg to find the variables and then estimating the reg using OLS and PCSE should be ok? Thanks in advance!

[EViews Gareth]

There is nothing built in to do it, no.

[Quant]

There is nothing built in to do it, no.

Thanks a lot!