Search found 1 match

by theconomist
Sat Mar 16, 2019 3:08 am
Forum: Estimation
Topic: CGARCH(2,2) and ACGARCH(2,2)
Replies: 0
Views: 1041

CGARCH(2,2) and ACGARCH(2,2)

Hello everyone, I am a student and I am using Eviews for my master thesis.
I need to estimate a CGARCH(2,2) and a ACGARCH(2,2), but Eviews 10 only has CGARCH(1,1) and ACGARCH(1,1) embedded.

Is there a solution?

Thank you

Go to advanced search