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?
I think the "gig" (garch-in-gretl) addon offers this.
cheers
sven