simple asymmetric garch (A-GARCH)

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metrix
Posts: 57
Joined: Sun Dec 08, 2013 9:15 am

simple asymmetric garch (A-GARCH)

Postby metrix » Sun Dec 15, 2013 10:39 am

hi everybody
how to estimate simple asymmetric garch in eviews, and how to make speciffy lag of grach model for example: h=a0+a1*e(t-2)+b1*h(t-1)+b2*h(t-3)?
how to make signcoef for vraiance equation; it's just for mean equation?
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