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- Fri Dec 11, 2015 1:38 am
- Forum: Estimation
- Topic: ECHARH ...specifying an equation
- Replies: 0
- Views: 1931
ECHARH ...specifying an equation
Hi eviews Gareth I am trying to estimate a main equestion by EGHARCH. My main equation is: r_t=α+θσ_t^2+(ϕ_0+ϕ_1 σ_t^2 ) r_(t-1)+ε_t Specification for the variance in the main equation is EGARCH. The eviews 8 users guide helped me to set specification of EGARCH model but I can not until now specify ...
