Eviews 6 - ARCH/GARCH Estimation on Panel Data

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.

Moderators: EViews Gareth, EViews Moderator

Post Reply
snageswa
Posts: 1
Joined: Mon May 10, 2010 3:59 pm

Eviews 6 - ARCH/GARCH Estimation on Panel Data

Postby snageswa » Mon May 10, 2010 4:04 pm

Hello,

I am using Eviews 6. And I have a panel of 30 stocks by 1500 days. I see that it is not possible to estimate an ARCH/GARCH model on panel data.
Is there a work around this? Or does Eviews 7 have a ARCH/GARCH estimation for unbalanced panel?

Thanks,
Shalini
Top
EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13603
Joined: Tue Sep 16, 2008 5:38 pm

Re: Eviews 6 - ARCH/GARCH Estimation on Panel Data

Postby EViews Gareth » Mon May 10, 2010 4:12 pm

Unfortunately neither EViews 6 or 7 have panel ARCH estimators, nor do I know of a workaround.
Top
Post Reply

Return to “Estimation”

Who is online

Users browsing this forum: No registered users and 1 guest