Pool GARCH

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kzmh78
Posts: 15
Joined: Mon Nov 08, 2010 9:27 am

Pool GARCH

Postby kzmh78 » Mon Nov 08, 2010 4:57 pm

Hello,
I am a EViews7.1 user.

Can EViews7 estimate pool GARCH?

I converted a panel data of 10(N)x10(T) into a pool data of 100 obs (series data of 100 obs).
Next, I copied this series data(pool data of 100 obs) into new workfile(frequency:integer data)
As a result, When I estimate a equation, I could select a method of GARCH.
and I got hold of the results of estimation.

Was this result using a method of pool GARCH ?
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EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
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Joined: Tue Sep 16, 2008 5:38 pm

Re: Pool GARCH

Postby EViews Gareth » Mon Nov 08, 2010 5:11 pm

No. EViews does not do panel/pool GARCH
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