Help - The heteroskedasticity and autocorrelation-consistentt-statistic

[buivanhuy1991]

I would like to calculate Hansen-Hodrick (HH) standard errors and t-statistic. I would be grateful if someone could suggest how I can calculate HH st. errors and t-statistic using Eviews or any software (Stata, R, Mathlab...) ?
The formula is given on this paper:
http://papers.ssrn.com/sol3/papers.cfm? ... _id=532503
Any suggestions will be much appreciated. Many thanks.