Search found 3 matches
- 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!
- 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...
- 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
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
