[Gretl-users] garch command
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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