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- Thu Nov 29, 2012 8:49 am
- Forum: Estimation
- Topic: Bi variate GARCH M or EGARCH
- Replies: 0
- Views: 1440
Bi variate GARCH M or EGARCH
Hi, hope everyone is ok. I have a question. I want to estimate a GARCH-M or EGARCH-M model for inflation and growth. I have a couple of questions, 1. Can I estimate a bi variate GARCH-M for this? Does eviews can do this? 2. Or Should I estimate first, for example, an inflation GARCH-M model, and the...