VIF in ARCH/GARCH models

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ssk322
Posts: 13
Joined: Fri Jan 17, 2014 4:36 am

VIF in ARCH/GARCH models

Postby ssk322 » Tue Feb 03, 2015 3:22 am

Hi All,

Is it possible to do a VIF test within ARCH/GARCH models and if so, how?

Help is greatly appreciated.

Kind regards
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EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: VIF in ARCH/GARCH models

Postby EViews Gareth » Tue Feb 03, 2015 6:46 am

It is not built in, no.
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