Obtaining robust standard error in Eviews 7

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hana88
Posts: 12
Joined: Sat Apr 12, 2014 3:36 pm

Obtaining robust standard error in Eviews 7

Postby hana88 » Mon Apr 28, 2014 7:41 am

Hi All,

Need help with some basic question. When you estimate a model using OLS you can get the usual standard error. But how do you get the robust standard error in Eviews 7? I think if in Eviews 8 you can change the method in the equation estimation pop up (correct me if i'm wrong). But how do you do that in Eviews 7? Anyone has any idea? :cry:

Thanks.

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

Re: Obtaining robust standard error in Eviews 7

Postby EViews Gareth » Mon Apr 28, 2014 8:38 am

What do you mean by "robust standard error"? Standard error of what?


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