Bollerslev-Wooldrige robust standard errors & covariance
Posted: 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?
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?