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by starter
Mon Nov 02, 2009 7:31 am
Forum: Estimation
Topic: Some questions regarding ARCH
Replies: 0
Views: 1911

Some questions regarding ARCH

Hi! Today I have some questions regarding ARCH: - type of data: inflation-rates. I model the mean of the inflation-rate via ARMA-model and some regressors. After adding ARCH some of my regressors in the mean equation become insignificant. Shall I throw these regressors out of my model or is it bette...
by starter
Tue Oct 27, 2009 7:39 am
Forum: Estimation
Topic: stochastic volatility, forecasting, percentiles
Replies: 2
Views: 4072

stochastic volatility, forecasting, percentiles

Hi!

I'm estimating sv-models via the Kalmann filter in eViews. Is there a possibility that eViews shows the percentiles of the density forecast(1-,2- and 3-steps ahead)?

Thanks,
starter

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