Dear all,
For my dissertation I am trying to estimate a panel EGARCH-M model in STATA however, I have had no luck in finding out how to estimate panel GARCH models in STATA. Can anyone provide any advice?
Any help is most welcomed!
Thank you
For my dissertation I am trying to estimate a panel EGARCH-M model in STATA however, I have had no luck in finding out how to estimate panel GARCH models in STATA. Can anyone provide any advice?
Any help is most welcomed!
Thank you
