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)?
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.
1 post • Page 1 of 1
Who is online
Users browsing this forum: Google [Bot] and 3 guests