restriction of arch and garch terms

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doaa
Posts: 19
Joined: Mon Mar 16, 2009 10:04 am

restriction of arch and garch terms

Postby doaa » Mon May 18, 2009 5:25 am

hi
I ma using LOGL object to estimate a GARCH model. How could I put a restriction on GARCH and ARCH terms such that they do not exceed one.

I apperciate your help
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trubador
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Posts: 1520
Joined: Thu Nov 20, 2008 12:04 pm

Re: restriction of arch and garch terms

Postby trubador » Mon May 18, 2009 5:57 am

http://forums.eviews.com/viewtopic.php?f=4&t=831
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