CGARCH(2,2) and ACGARCH(2,2)
Posted: Sat Mar 16, 2019 3:08 am
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
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