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- Sun Feb 19, 2012 11:39 am
- Forum: Estimation
- Topic: GARCH(1,1) without constant in variance regressor
- Replies: 1
- Views: 2163
GARCH(1,1) without constant in variance regressor
EViews will always include a constant as a variance regressor in the GARCH model. However, I do not want constant in my conditional variance equation. What can I do? I use Eviews 7. Thanks!