m=integer

Maximum number of iterations.

c=number

Set convergence criterion. The criterion is based upon the maximum of the percentage changes in the scaled coefficients. The criterion will be set to the nearest value between 1e-24 and 0.2.

l=number

Set maximum number of iterations on the first-stage iteration to get the one-step weighting matrix.

numericderiv / ‑numericderiv

[Do / do not] use numeric derivatives only. If omitted, EViews will follow the global default.

fastderiv / ‑fastderiv

[Do / do not] use fast derivative computation. If omitted, EViews will follow the global default.

showopts / ‑showopts

[Do / do not] display the starting coefficient values and estimation options in the estimation output.

w

Use White’s diagonal weighting matrix (for cross section data).

b=arg (default=“nw”)

Specify the bandwidth: “nw” (Newey-West fixed bandwidth based on the number of observations), number (user specified bandwidth), “v” (Newey-West automatic variable bandwidth selection), “a” (Andrews automatic selection).

q

Use the quadratic kernel. Default is to use the Bartlett kernel.

n

Prewhiten by a first order VAR before estimation.

i

Iterate simultaneously over the weighting matrix and the coefficient vector.

s

Iterate sequentially over the weighting matrix and coefficient vector.

o (default)

Iterate only on the coefficient vector with one step of the weighting matrix.

c

One step (iteration) of the coefficient vector following one step of the weighting matrix.

e

TSLS estimates with GMM standard errors.

prompt

Force the dialog to appear from within a program.

p

Print results.