Logl Object and HAC standard errors
Posted: Tue Feb 08, 2011 8:54 am
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.
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.