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st: A Garch model


From   Nazaria Solferino <solf73@yahoo.it>
To   statalist@hsphsun2.harvard.edu
Subject   st: A Garch model
Date   Mon, 25 Oct 2004 13:47:56 +0200 (CEST)

I'm trying to estimate a Garch model where I need to
put as regressor in the conditional variance equation
a dummy variable (assuming value 1 for the year
i)multiplied for the lagged squared residuals. How may
I perform it with Stata? 


		
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