multivariate regression with GARCH errors

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startz
Non-normality and collinearity are NOT problems!
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Joined: Wed Sep 17, 2008 2:25 pm

Re: multivariate regression with GARCH errors

Postby startz » Sat Apr 11, 2009 4:28 am

Dear moderators
i need to estimate the following regression
Yt=c + B1Xt+ B2X2+B2X3+et
but i need to model the error term et as GARCH.
please advice me with the way to do it
thank you
Open Help/Contents/User Guide/Advanced Single Equation Analysis/ARCH and Garch Estimation
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