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by neeraj
Wed Jan 30, 2013 2:44 am
Forum: Estimation
Topic: dummy variable
Replies: 0
Views: 1369

dummy variable

hii..

Please tell , if the exogenous variable is "exp" and dummy variable is "d1" , how i can write the command in variance regressor dialog box of EGARCH(1,1) model? (my mean equation does not include dummy)

Thanks
by neeraj
Wed Jan 30, 2013 12:27 am
Forum: Econometric Discussions
Topic: egarch
Replies: 0
Views: 1478

egarch

hi, I am currently working on an estimation for stock volatility with a EGARCH-model, including one exogenous variable in the Variance Equation, exchange rate and one dummy variable, being not very familiar with eviews , I would like to ask you 2 questions: 1) Where am I supposed to mention dummy va...

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