Standard errors in System Specification
Posted: 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
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