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>Wed, 10 Dec 2014 09:08:11 +0000Arch 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/Fixing missing valueshttp://community.econometrics.com/question/577/fixing-missing-values/What is the best way to replace all missing values with the means of the variables in a large dataset? I don't want to use SHAZAM's default -99999 because it affects my estimation. I would like to use all my observations so I don't want to use the SKIPMISS command.ToluWed, 10 Dec 2014 09:08:11 +0000http://community.econometrics.com/question/577/