If you select Cross section weights, EViews will estimate a feasible GLSspecification assuming the presence of cross-section heteroskedasticity.If you select Cross-section SUR, EViews estimates a feasible GLS specification correcting for both cross-section heteroskedasticity and contemporaneous correlation. Similarly, Period weights allows for period heteroskedasticity, whilePeriod SUR corrects for both period heteroskedasticity and general correlation of observations within a given cross-section. Note that the SUR specifications are each examples ofwhat is sometimes referred to as the Parks estimator.