ARCH/GARCH ESTIMATION

For econometric discussions not necessarily related to EViews.

Moderators: EViews Gareth, EViews Moderator

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

ARCH/GARCH ESTIMATION

Postby Mikea » Wed Jun 23, 2010 3:36 am

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.

Return to “Econometric Discussions”

Who is online

Users browsing this forum: No registered users and 2 guests