Search found 4 matches

by Mikea
Mon Aug 02, 2010 12:10 pm
Forum: Data Manipulation
Topic: LOG with eviews
Replies: 3
Views: 59951

Re: LOG with eviews

so I better use the eviews log ???
by Mikea
Mon Aug 02, 2010 11:56 am
Forum: Data Manipulation
Topic: LOG with eviews
Replies: 3
Views: 59951

LOG with eviews

Hi

i want to make my estimations with variables in log, when i generate the variables with eviews, they are differents wih those calculated with excel...... so what is the right to use????

thanks for help..i need it to pursue my work ..please!
by Mikea
Wed Jun 23, 2010 3:36 am
Forum: Econometric Discussions
Topic: ARCH/GARCH ESTIMATION
Replies: 0
Views: 2249

ARCH/GARCH ESTIMATION

Hi, I am estimating GARCH processes. My question is about the contrainsts on the coefficients of the variance equation . I saw that they should be positive and that the sum of 'alpha' and 'beta' should be inferior to 1. I am wondering if i need to take into account the contrainsts with eviews. Thank...
by Mikea
Tue Jun 22, 2010 12:01 pm
Forum: Estimation
Topic: GARCH/ARCH Estimation
Replies: 0
Views: 1957

GARCH/ARCH Estimation

Hi, I am estimating GARCH processes. My question is about the contrainsts on the coefficients of the variance equation . I saw that they should be positive and that the sum of 'alpha' and 'beta' should be inferior to 1. I am wondering if i need to take into account the contrainsts with eviews. Thank...

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