Hi all,
Is there any way to include exogenous variables in a DCC model? I'm using the mgarch dcc command, but apparently you can only include exogenous variables in the mean and variance equations.
Thank you in advance.
Best,
Luis
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.
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