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- Wed Jun 22, 2011 11:21 am
- Forum: Econometric Discussions
- Topic: GARCH ESTIMATION
- Replies: 0
- Views: 1579
GARCH ESTIMATION
Good evening, I woul like to ask the following question: can one estimate normal GARCH model without including the constant in the mean equation? what is the main difference (conceptually?) I run model with and without constant in the mean: both worked... but I do not know if it is appropriate proce...