Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: A Garch model

From   Nazaria Solferino <[email protected]>
To   [email protected]
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? 

Nuovo Yahoo! Messenger: E' molto pi� divertente: Audibles, Avatar, Webcam, Giochi, Rubrica� Scaricalo ora!
*   For searches and help try:

© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index