Search found 2 matches

by Dimitra
Fri Aug 19, 2016 10:14 am
Forum: Estimation
Topic: Dynamic conditional correlation multivariate GARCH
Replies: 77
Views: 97693

Re: Dynamic conditional correlation multivariate GARCH

i am not able to get answers with this code. is this code incomplete?? please help. For me the code gave me the error that my data lose observations. Just when you write the period on the code, remember to start from a day later. example: if my sample is 08/16/2003 to 08/16/2005, in the code I will...
by Dimitra
Mon Aug 01, 2016 8:52 am
Forum: General Information and Tips and Tricks
Topic: Structural break tests help
Replies: 12
Views: 16593

Re: Structural break tests help

Hello guys. I want to test some time series for structural breaks. For instance, my data is the DAX stock market prices of the last 10 years. Up to now I run a simple regression only with intercept. Do you have any specific suggestion for which method or test I should use to find the structural brea...

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