The equation is similar to this.
thanks a lot
Search found 2 matches
- Wed Oct 12, 2016 9:47 am
- Forum: Estimation
- Topic: How to estimate tvp-GARCH-M
- Replies: 1
- Views: 2191
Re: How to estimate tvp-GARCH-M
There is a post in the forums,but it doesn't the answer,http://forums.eviews.com/viewtopic.php?f=4&t=2711#p9101
The equation is similar to this.
thanks a lot
The equation is similar to this.
thanks a lot
- Wed Oct 12, 2016 9:42 am
- Forum: Estimation
- Topic: How to estimate tvp-GARCH-M
- Replies: 1
- Views: 2191
How to estimate tvp-GARCH-M
Hi,
I wanna know how to estimate time-varying parameter GARCH-M model（tvp-GARCH-M）?
Thanks a lot!
I wanna know how to estimate time-varying parameter GARCH-M model（tvp-GARCH-M）?
Thanks a lot!