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how to estimate tvp-garch
Posted: Fri Dec 03, 2010 1:45 am
by maryameco65
dear eviews users,
how can I estimate tvp-garch(1,1) with eviews?
thanks in advance
Re: how to estimate tvp-garch
Posted: Fri Dec 03, 2010 1:50 am
by trubador
Re: how to estimate tvp-garch
Posted: Fri Dec 03, 2010 2:09 am
by maryameco65
but it is garch not garch-m!
it doesnt make any difference?
Re: how to estimate tvp-garch
Posted: Fri Dec 03, 2010 2:20 am
by trubador
Any model that requires multiplication of two or more unobserved variables or that are nonlinear in unobservables cannot be estimated in EViews with the built-in procedures or objects.