Search found 3 matches
- Thu Aug 02, 2012 3:23 pm
- Forum: Estimation
- Topic: Garch in mean using LogL object
- Replies: 0
- Views: 1764
Garch in mean using LogL object
Hi, am trying to estimate a garch in mean model where the mean equation includes the variance term three times where two of them are multiplied by another independent variable. I was told to use the LogL object. However, while researching, I cannot find any mention of how to use the LogL for this pa...
- Wed Aug 01, 2012 1:02 pm
- Forum: Estimation
- Topic: Modelling conditional variance in eviews using GARCH
- Replies: 4
- Views: 7212
Re: Modelling conditional variance in eviews using GARCH
thanks trubador, but actually i cannot insert the following mean equation I am trying to estimate a garch model whose mean equation includes the variance equation three times. And also, two of the variances are multiplied by another independent variable. I don't know how to estimate this in eviews. ...
- Tue Jul 31, 2012 7:56 pm
- Forum: Estimation
- Topic: Modelling conditional variance in eviews using GARCH
- Replies: 4
- Views: 7212
Modelling conditional variance in eviews using GARCH
Hi, Am stuck in the middle of my analysis with the following problem. Am actually estimating a model using GARCH with the presence of conditional variance.. The problem is, I do not know how to do so in EViews. I'll be grateful if I can obtain help on this forum. The equation of the conditional vari...
