Estimate a linear regression model include a GARCH term
Posted: Mon Jul 27, 2015 10:16 am
Hello.
I am doing my dissertation and now I want to estimate a linear regression model include a GARCH term. The model and description has showed below:
I have 18 years stock return data, and some monthly macro variables data.
How can I estimate this equation in Eviews.
Thank you very much
I am doing my dissertation and now I want to estimate a linear regression model include a GARCH term. The model and description has showed below:
- QQ截图20150727181531.jpg (275.47 KiB) Viewed 1981 times
How can I estimate this equation in Eviews.
Thank you very much