Standard errors in System Specification

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Szi
Posts: 15
Joined: Sun May 16, 2010 8:21 pm

Standard errors in System Specification

Postby Szi » Mon Aug 23, 2010 10:19 pm

Hi,

I am having trouble working out which standard errors Eviews (6) is reporting for a system I have estimated using Full Information Maximum Likelihood. I can't find anything on this in the Users Guide.
Does Eviews automatically use Newey-West standard errors in this instance?

Cheers
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EViews Glenn
EViews Developer
Posts: 2682
Joined: Wed Oct 15, 2008 9:17 am

Re: Standard errors in System Specification

Postby EViews Glenn » Tue Aug 24, 2010 9:14 am

Maximum likelihood using the outer-product of the gradients.
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