EViews.com

Hey guys, my friend keeps telling me that Feasible Generalized Least Squares is better than using Whites HSK
consistent standard errors. Can someone tell me the difference between the two or why FGLS is better? Because I was going to use Whites for my assignment but he told me to use FGLS

If the FGLS model is correct, then GLS is efficient while OLS is not. On the other hand, OLS with White standard errors is unbiased, which FGLS may or may not be.

There is nothing keeping you from doing FGLS and then computing using White standard errors.