Equations on ARCH and GARCH

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eobumneke
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Joined: Thu Dec 05, 2013 7:01 am

Equations on ARCH and GARCH

Postby eobumneke » Tue Dec 24, 2013 11:22 am

Hello All,

Please, how do we identify the variables meant for mean equation and variables for variance equation using ARCH and GARCH in eviews?
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startz
Non-normality and collinearity are NOT problems!
Posts: 3796
Joined: Wed Sep 17, 2008 2:25 pm

Re: Equations on ARCH and GARCH

Postby startz » Tue Dec 24, 2013 12:09 pm

Have you looked at ARCH in the EViews help system?
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