My understanding is that Rogers robust standard errors are a name for clustered standard errors. I'm not sure why we need yet another name, but there you have it. Clustered standard errors are available in EViews in a panel structured workfile and are denoted White-period standard errors (since we conceptually think of there being cross-period, within cluster correlation.
There are many, many threads in the forum on estimating clustered standard errors. A quick search brings up, for example:
viewtopic.php?f=18&t=362&p=8238&hilit=cluster#p4315
What you'll probably need to do is to structure your workfile as an undated panel with cross-section ID given by the cluster variable. Once you do, you'll have access to the panel structure covariances including White-period. But that's just an assumption; if you describe your data in greater detail someone can offer additional guidance.
There are many, many threads in the forum on estimating clustered standard errors. A quick search brings up, for example:
viewtopic.php?f=18&t=362&p=8238&hilit=cluster#p4315
What you'll probably need to do is to structure your workfile as an undated panel with cross-section ID given by the cluster variable. Once you do, you'll have access to the panel structure covariances including White-period. But that's just an assumption; if you describe your data in greater detail someone can offer additional guidance.