Search found 2 matches
- Wed Nov 26, 2014 12:35 pm
- Forum: Estimation
- Topic: HOW TO ESTIMATE A MULTIVARIATE GARCH-M MODEL?
- Replies: 58
- Views: 148472
Re: HOW TO ESTIMATE A MULTIVARIATE GARCH-M MODEL?
Thanks for your reply Trubador, will do accordingly.
- Tue Nov 25, 2014 11:20 am
- Forum: Estimation
- Topic: HOW TO ESTIMATE A MULTIVARIATE GARCH-M MODEL?
- Replies: 58
- Views: 148472
Re: HOW TO ESTIMATE A MULTIVARIATE GARCH-M MODEL?
Dear Trubador & other experts, I have the Eviews 8.1 version, and request your feedback on following. Will really appreciate your help. Any directions you can provide will be of immense help. I am trying to run a GARCH-in-mean model with the following equation: rd+1 = ad + βdvWdthdt+1 + βdc (1-w...