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- Mon Jul 27, 2015 10:16 am
- Forum: Estimation
- Topic: Estimate a linear regression model include a GARCH term
- Replies: 1
- Views: 1976
Estimate a linear regression model include a GARCH term
Hello. I am doing my dissertation and now I want to estimate a linear regression model include a GARCH term. The model and description has showed below: QQ截图20150727181531.jpg I have 18 years stock return data, and some monthly macro variables data. How can I estimate this equation in Eviews. Thank ...