GARCH with Dummy

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Kalec
Posts: 14
Joined: Sat Aug 15, 2009 5:14 pm

GARCH with Dummy

Postby Kalec » Wed Aug 19, 2009 8:32 pm

Dear all,

I have been trying to add dummy variables to GARCH model. However, it turns out that all the statistics results become N/A.
Can anyone teach me how to to add dummy variables into GARCH in eviews?

Many thanks
Kalec
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