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can I use GHARCH model for panel data

Posted: Thu Feb 24, 2011 2:47 pm
by elhamfa
I came across a problem and I just want to ask if it is possible to use GARCH model for Panel data or not , if so , how ?

Re: can I use GHARCH model for panel data

Posted: Thu Feb 24, 2011 2:59 pm
by EViews Gareth
EViews does not currently have panel ARCH built in.