egarch

For econometric discussions not necessarily related to EViews.

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neeraj
Posts: 2
Joined: Wed Jan 30, 2013 12:07 am

egarch

Postby neeraj » Wed Jan 30, 2013 12:27 am

hi,
I am currently working on an estimation for stock volatility with a EGARCH-model, including one exogenous variable in the Variance Equation, exchange rate and one dummy variable, being not very familiar with eviews , I would like to ask
you 2 questions:

1) Where am I supposed to mention dummy variable in my mean equation or in variance regressors ?

2) if my mean equation is like " it_period c ar(1)"what expression I am supposed to mention on variance regressors dialog box if there is one exogenous variable "ex_period" and one "dummy"

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