st: GARCH model on a panel

[abpa5d@bangor.ac.uk]

Hi everyone,

I wonder if it is possible to estimate a GARCH model on a panel data  
which has 100 individuals (N=100) and T=4,000. I guest that it is  
impossible to run a multivariate GARCH on this data since N is quite  
large. Any help would be appreciated.

Thank you in advance,

David
PhD candidate
Bangor University, UK, LL57 2DG

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