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Garch and panel data

Posted: Tue May 30, 2017 1:28 pm

by alinemouracs

Hi,

is it possible estimate a garch model with panel data?

Thanks.

Re: Garch and panel data

Posted: Tue May 30, 2017 1:34 pm

by EViews Gareth

There is not a built in routine to do it, no.