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
Search found 2 matches
- Wed Jan 30, 2013 2:44 am
- Forum: Estimation
- Topic: dummy variable
- Replies: 0
- Views: 1369
- 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...
