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- Sun May 31, 2009 8:57 am
- Forum: General Information and Tips and Tricks
- Topic: ACD autoregressive conditional duration
- Replies: 4
- Views: 8477
Re: ACD autoregressive conditional duration
My friend says that their are many types of ACD models can be easily built and estimated via EViews' logl object. The models does difficulty is not lie in the estimation..