How does eviews calculate standard errors?
Posted: Tue Aug 04, 2015 3:17 am
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
Probably, the mistake can be found between my ears. However, I really don't see it on my scripts.
Thanks for your help