GARCH/ARCH Estimation

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Mikea
Posts: 4
Joined: Tue Jun 22, 2010 11:31 am

GARCH/ARCH Estimation

Postby Mikea » Tue Jun 22, 2010 12:01 pm

Hi,

I am estimating GARCH processes. My question is about the contrainsts on the coefficients of the variance equation . I saw that they should be positive and that the sum of 'alpha' and 'beta' should be inferior to 1. I am wondering if i need to take into account the contrainsts with eviews.

Thanks for helping me.
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