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- Mon Dec 26, 2011 10:21 am
- Forum: Estimation
- Topic: Problem with simple GARCH estimation in Eviews6
- Replies: 0
- Views: 1112
Problem with simple GARCH estimation in Eviews6
Dear All, I am running several estimations of GARCH models on financial returns using a simple syntax: equation equation name .arch(garch) y In a few cases I obtain a negative ARCH factor, and a GARCH factor above 1. Anybody knows how to "force" both factors to be between 0 and 1? I would ...