Panel ARCH and GARCH

For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

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moona
Posts: 2
Joined: Sat Jun 11, 2016 8:15 am

Panel ARCH and GARCH

Postby moona » Sat Jun 11, 2016 8:19 am

Hi,
can u pls tell me how to use GARCH and ARCH using panel data in Eviews 8?

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: Panel ARCH and GARCH

Postby EViews Gareth » Sat Jun 11, 2016 8:52 am

EViews does not have panel arch estimators built in

moona
Posts: 2
Joined: Sat Jun 11, 2016 8:15 am

Re: Panel ARCH and GARCH

Postby moona » Sun Jun 12, 2016 3:25 am

Hey, thanks for the answer. can u tell me what should i use in this case?


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