EGARCH

For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

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h-godarzi
Posts: 17
Joined: Tue Apr 21, 2009 12:40 am

EGARCH

Postby h-godarzi » Mon May 25, 2009 1:25 pm

HI ALL
How can i plot the news impact curve in eviews simultanously for garch,egarch and tgarch.
rgards
hojat
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trubador
Did you use forum search?
Posts: 1520
Joined: Thu Nov 20, 2008 12:04 pm

Re: EGARCH

Postby trubador » Tue May 26, 2009 11:55 am

Please have a look at the "Program Repository" forum for an example code. You should modify the code before using it. Just try it and let me know, if you detect any anomalies.
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