I am trying to estiamte a system of two equations where the error terms are correlated and the
coeficients of the regressors are also correlated. To do that I am using the Seemingly unrelated
regression code, sureg. However I need to report in my research the Eicker-White standard errors
and sureg just report me the standard standard errors.
How do I ask to report the Eicker-white standard errors in the case of seemingly unrelated regression?
Thanks,
Priscilla Medeiros
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