GARCH (conditional variance models) for panel data?
I would like to run an ARCH-GARCH model for my unbalanced panel data (100 panels and monthly data from 1950 to 2020).
I have Matlab2018 and the Econometric toolbox. I found examples to use GARCH with time-series, but not with longitudinal (panel) data.
Can this be done with Matlab? May you direct me to a help-file for it? I don’t find it…
Thank you so much.I would like to run an ARCH-GARCH model for my unbalanced panel data (100 panels and monthly data from 1950 to 2020).
I have Matlab2018 and the Econometric toolbox. I found examples to use GARCH with time-series, but not with longitudinal (panel) data.
Can this be done with Matlab? May you direct me to a help-file for it? I don’t find it…
Thank you so much. I would like to run an ARCH-GARCH model for my unbalanced panel data (100 panels and monthly data from 1950 to 2020).
I have Matlab2018 and the Econometric toolbox. I found examples to use GARCH with time-series, but not with longitudinal (panel) data.
Can this be done with Matlab? May you direct me to a help-file for it? I don’t find it…
Thank you so much. garch, panel data MATLAB Answers — New Questions