| To: | s-news@lists.biostat.wustl.edu |
|---|---|
| Subject: | Second tentative |
| From: | "Samir Saadi" <Saadi@management.uottawa.ca> |
| Date: | Tue, 21 Jun 2005 09:20:20 -0400 |
| Organization: | School of Management |
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Could anyone please tell how I can exclude the intercept in the conditional variance equation of a GARCH(1,1) model. I have tried for days but in vain.... The ~ -1 works only for mean equation. Thanks in advance, Saadi@management.uottawa.ca
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