Search found 1 match
- Fri Feb 25, 2011 5:08 am
- Forum: Estimation
- Topic: LR test of GARCH 1.1 including a exogenous variable
- Replies: 0
- Views: 1534
LR test of GARCH 1.1 including a exogenous variable
Hi im a beginner of eviews. In my thesis i want to perform a likelihood ratio test of a GRACH (1.1) model including an exogenous variable of impiled volatility(IV) . The unconstrained model (L0) im using is the one mentioned earlier (GARCH (1.1) IV model), and the constrained one (L1) is the GARCH (...