I need to test the impact of dummy variable in GARCH in Mean code provided by Tsay -http://faculty.chicagobooth.edu/ruey.tsay/teaching/bs41202/sp2013/garchM.R
Where should I add the dummy variable in this code to run it?
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Any help on this ? – NSF May 09 '19 at 17:18
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Can someone help? – NSF May 10 '19 at 08:22