Univar EGARCH-in-mean with commands

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akram hasanov
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Joined: Sat May 21, 2011 6:35 pm

Univar EGARCH-in-mean with commands

Postby akram hasanov » Wed Nov 21, 2012 8:23 pm

Hello,

I would like to estimate the EGARCH-in-mean model. However, the standard deviation term in the mean takes a nonstandard form like standard deviation multiplied by a dummy variable. Could anyone help me to find the way for this with the Eviews commands.

Thanks,
Akram
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