eviews7: Obtaining the Residual Variance covariance matrix

[DOC12]

Hi,
Please I need some guidance on how to obtain the residual variance covariance matrix for a simple equation estimated using TSLS. The covariance matrix option in the estimation output selections only shows the coeffcient covariance matrix.

Thanks

[startz]

Hi,
Please I need some guidance on how to obtain the residual variance covariance matrix for a simple equation estimated using TSLS. The covariance matrix option in the estimation output selections only shows the coeffcient covariance matrix.

Thanks

The residuals themselves are in the series RESID. You can't estimate the residual variance covariance matrix without some further assumptions, as there are n^2/2 values and only n residuals.

[DOC12]

Thanks