EViews.com

Posted: **Tue May 21, 2013 8:49 am**

Hi,

the standard errors in my VECM Model are not normaly distributed. Unfortunatly I do not know how to include robust standard errors into my estimation. I am relative new to eviews and would appreciate any help!

Thanks!

Posted: **Tue May 21, 2013 8:54 am**

EViews does not have robust SEs for VECs built in.

Posted: **Tue May 21, 2013 8:57 am**

Does that mean that I have no way of correcting it?

Thanks for your reply!

Posted: **Tue May 21, 2013 9:02 am**

Not using a built in method.

Posted: **Tue May 21, 2013 9:05 am**

How uselfuls is my estimation despite this? I am still unbiased arent I?

Thanks!

EViews.com

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