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- Thu Aug 27, 2015 2:20 am
- Forum: Estimation
- Topic: Estimating a model with timevarying parameter
- Replies: 0
- Views: 1854
Estimating a model with timevarying parameter
Hello all, I am quite new to eviews and recently learned how to estimate a regression model where the conditional variance is a GARCH model. However, now I have to estimate the following model: y = a + b(t) * x1 + e b(t) = c + d * x2 h(t) follows a GARCH(1,1) model The problem is the second equation...
