I am using garch to model daily volatile data against economic data obtained quarterly. Can I use garch (1,2) or should I use midas? (do you have a link for me to better understand the process). I am new in using econometric but it is important for my study.
When I am using garch to estimate another regression for daily 7 days against 5 daily I get 'arch needs continuous samples'. The data has NA what should I do?
For econometric discussions not necessarily related to EViews.
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