Eviews 9 clustered standard errors

[drake]

is there clustered standard errors option in Eviews 9? How can I do this?
Thanks in advance

[EViews Gareth]

There is nothing built in.

You'll have to perform it manually, or upgrade your version.

[drake]

ok thanks. How can I build it manually?

[drake]

If I have an unbalanced panel and I estimate a fixed effects equation, with the fixed periods on the effects specification, can I use the coef covariance method "white cross-section" to have a robust estimation for cluster?

[EViews Glenn]

White period is cross section cluster robust.

[drake]

thank you

[drake]

what are the difference between white period and white cross section?

[EViews Glenn]

White period allows for intra cross-section (between period) correlation. White cross-section allows for intra period (between cross-section) correlation.