Bollerslev-Wooldrige robust standard errors & covariance

For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

Moderators: EViews Gareth, EViews Moderator

Post Reply
doaa
Posts: 19
Joined: Mon Mar 16, 2009 10:04 am

Bollerslev-Wooldrige robust standard errors & covariance

Postby doaa » Mon Jun 15, 2009 7:23 am

Hi
I am using the LOGL object to estimate my model. I want the standared errors to be estimated as Bollerslev-Wooldrige robust standard errors. Is there any formula could be written in the LOGL object?
Top
Post Reply

Return to “Estimation”

Who is online

Users browsing this forum: No registered users and 2 guests