OLS & FGLS estimators

[DrMussa]

Hi All,

Could anyone tell me please, how to do that models with eviews v.6 :
i.e whats the right order (white-cross section, white period, etc...)

1- OLS and use robust cluster estimates of standard errors (on firms).
2- FGLS estimators:
A) one where you weight for group heteroskedasticity.
b) one where you weight for group heteroskedasticity and serial correlation.

I hope if someone can help :)
Thanks in advance