Garch and panel data

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alinemouracs
Posts: 11
Joined: Mon Jan 09, 2017 11:28 am

Garch and panel data

Postby alinemouracs » Tue May 30, 2017 1:28 pm

Hi,

is it possible estimate a garch model with panel data?

Thanks.
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EViews Gareth
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Joined: Tue Sep 16, 2008 5:38 pm

Re: Garch and panel data

Postby EViews Gareth » Tue May 30, 2017 1:34 pm

There is not a built in routine to do it, no.
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