specifying redundant variables with GARCH

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startz
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specifying redundant variables with GARCH

Postby startz » Mon Jan 19, 2009 4:28 pm

If you are doing least squares with a "magic" variable such as garch-in-mean on the right, is there a way to do the redundant variables test from the View menu? (Does the GARCH variable have a name?)

EViews Gareth
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Re: specifying redundant variables with GARCH

Postby EViews Gareth » Mon Jan 19, 2009 5:19 pm

You can't reference it, unfortunately. You'll have to run the test yourself manually (by doing the auxiliary regressions)
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