Using the ARCH LM Test in Stata to Investigate the Appropriate Order of an ARCH Specification

[@allwanamar1]

I appreciate your efficiency in teaching . Very useful lesson .
Economics Msc student

[@hirokame2009]

Thank you. Please update more about GARCH model, like multivariate GARCH etc.

[@amolbuch8713]

If possible please update more videos, sir. I found your videos very helpful thank you.

[@alankinene]

This is well explained. Thank you

[@mattgreenwood3576]

Most helpful, thank you.

[@zohairalam6908]

how would you test for any remaining heteroskedasticity once one has a run an ARIMA model with GARCH effects say a model like "arch myvar, ar(1) arch(1) garch(1)"?

[@teodoravasileva7771]

hi, do you know what might be the issue if the following error occurs when logging in the variables: flat log likelihood encountered, cannot find uphill direction

[@firdausa898]

please, how to fix estat archlm not valid?

[@eliazarjaureguialvites9666]

I like it

[@eliazarjaureguialvites9666]

I like it