Standard errors for fixed effects?

[hudsonview]

Eviews provides cross section and period fixed effects estimates, is there any way to get standard errors for these parameter estimates?

[EViews Glenn]

As you note, EViews treats those as nuisance parameters so that standard errors are not available. For simple cases, you can calculate them ex post, but an easier way (for moderate dimensions) is to use the @expand command to put the dummy variables in directly rather than using the in-built tools.