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- Wed May 28, 2014 5:37 am
- Forum: Econometric Discussions
- Topic: GARCH with additional variables
- Replies: 1
- Views: 3146
Re: GARCH with additional variables
Hey Helen! I am trying to regress macroeconomic volatility as measured by the volatility of real GDP on measures of institutional quality with yearly data of the perios 1996-2012. How exactly do you get values for the volatility variable using the "make garch variance series" option or the...