Hi all,
I want to do some simulations to illustrate results on hypotheses tests.
The model under the null is GARCH
X_{i+1}= m(X_i)+epsilon_i, m is known function
where epsilon_i are iid standard normal distributed
and the X_i are stationnary abd ergodic with known distribution F
(the epsilon's are independent on the X's)
So I don't know how the X's can be generated by some software (e.g. MatLab)?
Thank you
F. Chebana
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