Dear All,
this might be a stupid question. I need to estimate an I-GARCH, since the sum of the ARCH and GARCH term is larger than 1. However, I cannot find a command in Stata to do that. Does anyone can give me some hints on this?
Thanks in advance
Dario
this might be a stupid question. I need to estimate an I-GARCH, since the sum of the ARCH and GARCH term is larger than 1. However, I cannot find a command in Stata to do that. Does anyone can give me some hints on this?
Thanks in advance
Dario
