Dear Ox users,
May I ask if I can implement GARCH-Mean estimation using G@ARCH 2.1? If
I can, could you like to tell me how to input the conditional variances
into the mean equation? If not, may I know how to modiify the ox command
to perform GARCH-mean estimation, please?
I would be grateful for your reply. Thanks.
regards,
Kai-Yin Woo
Lecturer,
Hong Kong Shue Yan Colllege.
Hong KOng.
|