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How does eviews calculate standard errors?

Posted: Tue Aug 04, 2015 3:17 am
by pbuehr
It should be a trivial matter, actually, but somehow eviews always gets standard errors for the beta coefficient in an OLS regression which are quite different from the ones I calculate on Matlab with the following formula: std(X)/sqrt(numel(X)). Is there another formula in eviews or an important adjustment I neglect?

Probably, the mistake can be found between my ears. However, I really don't see it on my scripts.

Thanks for your help

Re: How does eviews calculate standard errors?

Posted: Tue Aug 04, 2015 6:19 am
by startz
You appear to have the wrong formula for Matlab. And the EViews help system tells you how EViews (and all programs) compute standard errors for regression coefficients.