Hello, I'm using EViews 7.
I am estimating a GARCH model with likelihood methods, i.e. using a Logl Object.
Is there an option for this object to get the HAC standard errors, or robust t-stats calculated?
Searching the User Guide, I only found this options for LS estimatation. Thanks.
Logl Object and HAC standard errors
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EViews Gareth
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Re: Logl Object and HAC standard errors
There is nothing built in, no.
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