Hi,
For GARCH command, is there any trick to include an exogenous variable in the
Variance Equation. Following the semicolon, any variable written after
dependant variable is included in the Mean Equation. For example,
garch 1 1 ; R const
I know, Eviews does this by @ operator following dependant variable. I am just
wondering is there any way to do this?
Bests,
Burak Korkusuz
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