For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

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Postby jmanuel » Fri Apr 19, 2019 4:49 am

How can I estimate an ARMA(p,q)-GARCH-M" model in which the term Std Dev (or the variance) in the mean is (t-1) instead of being contemporary (t)?

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