I want to know steps of FGLS estimate (trhee stage) in Eviews software.

The first stage of the estimation procedure regresses y on f (X, β). In the second stage, μ2 is regressed on its asymptotic expectation h(X, α). The third and final stage uses the predicted error terms from the second stage as weights for generating the FGLS estimates for the mean yield equation.

How can i find the error terms for final stage estimation?

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