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- Tue Feb 18, 2014 10:14 pm
- Forum: Estimation
- Topic: insignificant parameter in GARCH model
- Replies: 1
- Views: 2010
insignificant parameter in GARCH model
I have estimated GARCH(2,2) model in Eviews. However, resid(-1)^2 is insignificant. How can I do to take reside(-1)^2 out of the equation?