dummy variable
Posted: Wed Jan 30, 2013 2:44 am
hii..
Please tell , if the exogenous variable is "exp" and dummy variable is "d1" , how i can write the command in variance regressor dialog box of EGARCH(1,1) model? (my mean equation does not include dummy)
Thanks
Please tell , if the exogenous variable is "exp" and dummy variable is "d1" , how i can write the command in variance regressor dialog box of EGARCH(1,1) model? (my mean equation does not include dummy)
Thanks