BJ Data Tech Solution

Specialized on Data processing, Data management Implementation plan, Data Collection tools - electronic and paper base, Data cleaning specifications, Data extraction, Data transformation, Data load, Analytical Datasets, and Data analysis. BJ Data Tech Solutions teaches on design and developing Electronic Data Collection Tools using CSPro, and STATA commands for data manipulation. Setting up Data Management systems using modern data technologies such as Relational Databases, C#, PHP and Android.

Adding day of the week variable to a GARCH(1,1)
Adding day of the week variable to a GARCH(1,1)

Hi all,

I'm still relatively new to Stata so could use some help. I'm trying to do a GARCH regression of stock returns but I can't add day of the week dummies to this as would be possible with a simple regression. Does anyone know the best of way of going about this?

Many thanks

BJ Data Tech Solution

Home / Data Cleaning / Data management / Data Processing / Adding day of the week variable to a GARCH(1,1)
Adding day of the week variable to a GARCH(1,1)

0 Response to Adding day of the week variable to a GARCH(1,1)

Post a Comment

Home / Data Cleaning / Data management / Data Processing / Adding day of the week variable to a GARCH(1,1) Adding day of the week variable to a GARCH(1,1)

0 Response to Adding day of the week variable to a GARCH(1,1)