tarch

For econometric discussions not necessarily related to EViews.

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h-godarzi
Posts: 17
Joined: Tue Apr 21, 2009 12:40 am

tarch

Postby h-godarzi » Tue Apr 21, 2009 1:01 am

dear sir,or madam
if you know how to plot news impact curve for garch,egarch and tarch simultanously to compare the effects of news please send me the commands.also i want to know how to test the engle and ng methodology for testing sign and size bias test.your kind reply would be appreciated.
best regards
hojat

verckt
Posts: 1
Joined: Tue Apr 21, 2009 4:45 am

Re: tarch

Postby verckt » Wed Apr 22, 2009 12:21 pm

Try eviews 4 user's guide. As far as I know in subsequent versions of this user's guide it's cut out...


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