GARCH with Dummy
Posted: 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
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