Search found 3 matches

by Mokoena
Fri May 19, 2023 10:12 am
Forum: Estimation
Topic: Generating conditional variance using ARCH & GARCH models
Replies: 2
Views: 10959

Re: Generating conditional variance using ARCH & GARCH models

Thanks, Gareth. Much appreciated!
by Mokoena
Fri May 19, 2023 9:38 am
Forum: Estimation
Topic: Generating conditional variance using ARCH & GARCH models
Replies: 2
Views: 10959

Generating conditional variance using ARCH & GARCH models

Hi, There i am using panel data to estimate the effect of fiscal policy on output volatility. I want to estimate output volatility/conditional variance using the Arch/Garch models instead of using the usual rolling standard deviation of GDP. When i estimate the conditional variance with GDP as an in...
by Mokoena
Fri May 19, 2023 9:28 am
Forum: Estimation
Topic: Threshold method Add-In in Eviews
Replies: 1
Views: 9666

Threshold method Add-In in Eviews

Hi, There
I am using Eviews 11 and i need to analyse data using Threshoold method and i do not have it in the menu for methods. Please advise.

regards,
Khethang

Go to advanced search