Object Reference : Object View and Procedure Reference : Equation
  
 
signbias
Perform the sign-bias test (Engle and Ng, 1993) of misspecification in equations estimated using GARCH.
Syntax
eq_name.signbias(options)
Options
 
p
Print output from the test.
Examples
equation eq1.arch(2, 1) y c
estimates a GARCH(2, 1) model.
eq1.signbias
displays the results of a sign-bias misspecification test.
Cross-references
See “ARCH and GARCH Estimation” for a discussion of ARCH models.
See also “Views of ARCH Models”.