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removing constant from variance equation - garch

Posted: Thu Nov 17, 2011 11:51 am

by obicna89

hi!

can i remove constant from the variance equation in garch modeling?
i can't find an option to remove it.. thank you

Re: removing constant from variance equation - garch

Posted: Thu Nov 17, 2011 12:10 pm

by EViews Gareth

You cannot.