ARLD

Volatility models by ARCH & GARCH econometrics using eviews

  Volatility models by ARCH & GARCH econometrics using eviews   In order to investigate Volatility models by ARCH &… Read More

10 years ago

ARCH models & generalized autoregressive conditional heteroskedasticity

  Concept of volatility   If the water changes to gas then this is called volatility. Similarly, if data has… Read More

10 years ago

Autoregressive distributed lag model by Vector autoregression

Autoregressive distributed lag model     The above model contains ARDL (autoregressive distributed lag model) in addition to VAR / vector… Read More

10 years ago

Auto Regreser (AR) process and Auto Regressive distributed lag (ARDL) Model

The prediction of dependent variable by the predictors (independent Variable) is called regression.     If the previous lags of… Read More

10 years ago