can I use GHARCH model for panel data

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elhamfa
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Joined: Tue Feb 22, 2011 11:01 am

can I use GHARCH model for panel data

Postby elhamfa » Thu Feb 24, 2011 2:47 pm

I came across a problem and I just want to ask if it is possible to use GARCH model for Panel data or not , if so , how ?
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EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
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Re: can I use GHARCH model for panel data

Postby EViews Gareth » Thu Feb 24, 2011 2:59 pm

EViews does not currently have panel ARCH built in.
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