ARCH effects and appropriate GARCH

For econometric discussions not necessarily related to EViews.

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angelosbg
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Joined: Thu Mar 22, 2012 4:16 pm

ARCH effects and appropriate GARCH

Postby angelosbg » Thu Mar 22, 2012 4:58 pm

Hello!

I am new in Eviews and I would like to ask you something that, according to my little knowledge, it must not be so difficult. So when we have a model how do we check for the presence of an ARCH effect in the residuals? Also, if then we have to find an appropriate GARCH model? Is it found by checking the p-values and their significance?

Thank you very much in advance!

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