Hello,
I am using Eviews 6. And I have a panel of 30 stocks by 1500 days. I see that it is not possible to estimate an ARCH/GARCH model on panel data.
Is there a work around this? Or does Eviews 7 have a ARCH/GARCH estimation for unbalanced panel?
Thanks,
Shalini
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- Mon May 10, 2010 4:04 pm
- Forum: Estimation
- Topic: Eviews 6 - ARCH/GARCH Estimation on Panel Data
- Replies: 1
- Views: 3295