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- Mon Aug 12, 2024 6:53 pm
- Forum: Estimation
- Topic: Estimating state space model for GARCH(1,1)
- Replies: 18
- Views: 119894
Re: Estimating state space model for GARCH(1,1)
Dear EViews Developers Based on this post, it seems that modeling a time-varying GARCH (1,1) or GARCH-M (1,1) is not possible in state space form with the latest EViews to plot the time-varying coefficient. Is it possible to do this in the earlier versions of EViews like MicroTSP software, such as t...