GARCH(1,1) without constant in variance regressor

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yenming
Posts: 5
Joined: Mon Jun 27, 2016 8:22 am

GARCH(1,1) without constant in variance regressor

Postby yenming » Thu Aug 11, 2016 6:44 pm

I know that EViews can not drop the constant term in the variance equation.
Is there any reasons or the restrictions of the model such that the built in estimation method does not have this function?
Thanks for help.
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