Search found 2 matches
- Mon Apr 03, 2017 2:26 am
- Forum: General Information and Tips and Tricks
- Topic: Information Criteria for a GARCH model
- Replies: 0
- Views: 3542
Information Criteria for a GARCH model
Hello Is there any way to use the aikake information criteria using GARCH errors, or a way to modify the aikake information criteria to use this formula in eviews ? http://grapestat.se/sites/default/files/GRAPES/Workshop2010/FarrukhJaved.pdf - on page 4 of the PDF I have tried autoselecting for an A...
- Wed Nov 30, 2016 9:50 am
- Forum: Econometric Discussions
- Topic: Causality and consequences of a variable
- Replies: 1
- Views: 2379
Causality and consequences of a variable
Hello ! I am a university student doing a project on the causes and consequences of Economic Uncertainty, I plan to use EViews for this but I am flexible with the software package to use, and I have the following data 1) Economic Uncertainty Index 2) GDP 3) Confidence 4) House Prices 5) Crime Rates ...