Mohibul Islam

[Mohibul Islam]

Hi, I am trying to write the GARCH and EGARCH model in Stata. Now I need to add dummy variable 0 and 1 in a time series data.I am using stata 12. What would be the code to introduce dummy variable for my time series data (for particular time period, 0 or 1). I also like to know the code to run the GARCH 1.1 and EGARCH 1.1 to with dummy variable in stata.

Please help me on this issue.
Thanks,
Mohibul