SHAZAM Questions and Answers (Q&A) - RSS feedhttp://community.econometrics.com/questions/SHAZAM Econometrics, Statistics and Analytics Communityen<font color="white">Copyright <b>SHAZAM Analytics, 2018</b></font>Sun, 22 May 2016 23:04:59 +0000What does the error "Variable Exists" mean?http://community.econometrics.com/question/715/what-does-the-error-variable-exists-mean/ What does the error "Variable Exists" mean?FlorenceSun, 22 May 2016 23:04:59 +0000http://community.econometrics.com/question/715/Arch modelhttp://community.econometrics.com/question/495/arch-model/Dear friends,
I want to estimate a model where I have a mean equation of:
Investment = α + βY +µR +ϴD+ ϵ
Where alpha is an intercept, Y is production, R is the interest rate and D is a dummy variable for risk?
I do not know if it is possible/allowed to model the volatility of investment in this way?
And I do not know what my variance equation will be. Is it just:
Vt= α + Rt-1(squared)
Where Rt-1(squared) is my residuals from the mean equation in t-1 squared?
I will be very greatful for all insight:)siljeMon, 14 Apr 2014 13:39:38 +0000http://community.econometrics.com/question/495/ARCH with Exogenous Variableshttp://community.econometrics.com/question/392/arch-with-exogenous-variables/Shazam and SAS produce very different results when running an ARCH model with an exogenous variable. I am using Proc autoreg in SAS with a hetero statement. What can explain the difference? Thanks.stat78Mon, 21 Oct 2013 12:52:20 +0000http://community.econometrics.com/question/392/