Re: multivariate regression with GARCH errors
Posted: Sat Apr 11, 2009 4:28 am
Open Help/Contents/User Guide/Advanced Single Equation Analysis/ARCH and Garch EstimationDear 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