Univar EGARCH-in-mean with commands
Posted: Wed Nov 21, 2012 8:23 pm
Hello,
I would like to estimate the EGARCH-in-mean model. However, the standard deviation term in the mean takes a nonstandard form like standard deviation multiplied by a dummy variable. Could anyone help me to find the way for this with the Eviews commands.
Thanks,
Akram
I would like to estimate the EGARCH-in-mean model. However, the standard deviation term in the mean takes a nonstandard form like standard deviation multiplied by a dummy variable. Could anyone help me to find the way for this with the Eviews commands.
Thanks,
Akram