Hello.
I am using eviews7. How do I estimate a garch(1,1) in mean with a regressor on the mean equation...and this regressor is the product of the variance multiplied by a dummy that I have in the dataset?
Thanks.
jose
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- Wed Aug 27, 2014 11:50 am
- Forum: Estimation
- Topic: garch in mean estimation
- Replies: 0
- Views: 1532