Philip
Monash University
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linear regression with GARCH/EGARCH errors
with a little guidance from Mathworks support, my PhD student solved this problem. Use the "estimate" syntax to estimate a ...
11 years ago | 1
| accepted
Question
linear regression with GARCH/EGARCH errors
I need to estimate a linear model with GARCH or EGARCH errors: mean eqn: Y = c +b1X1 +b2X2 + e e_t ~ N(0,sigma_t^2) ...
11 years ago | 3 answers | 1
