Pool GARCH
Posted: Mon Nov 08, 2010 4:57 pm
Hello,
I am a EViews7.1 user.
Can EViews7 estimate pool GARCH?
I converted a panel data of 10(N)x10(T) into a pool data of 100 obs (series data of 100 obs).
Next, I copied this series data(pool data of 100 obs) into new workfile(frequency:integer data)
As a result, When I estimate a equation, I could select a method of GARCH.
and I got hold of the results of estimation.
Was this result using a method of pool GARCH ?
I am a EViews7.1 user.
Can EViews7 estimate pool GARCH?
I converted a panel data of 10(N)x10(T) into a pool data of 100 obs (series data of 100 obs).
Next, I copied this series data(pool data of 100 obs) into new workfile(frequency:integer data)
As a result, When I estimate a equation, I could select a method of GARCH.
and I got hold of the results of estimation.
Was this result using a method of pool GARCH ?