garch in mean estimation
Posted: Wed Aug 27, 2014 11:50 am
Hello.
I am using eviews7. How do I estimate a garch(1,1) in mean with a regressor on the mean equation...and this regressor is the product of the variance multiplied by a dummy that I have in the dataset?
Thanks.
jose
I am using eviews7. How do I estimate a garch(1,1) in mean with a regressor on the mean equation...and this regressor is the product of the variance multiplied by a dummy that I have in the dataset?
Thanks.
jose