## Search found 9 matches

Fri May 16, 2014 9:15 am
Forum: Estimation
Topic: estimating garch(1,1)
Replies: 0
Views: 996

### estimating garch(1,1)

hey dear members; im a begginer in econometrics, i have to do a regression of glod prices serie over stock returns serie as in the followong equation: r = c(1) + c(2)*s + c(3)*d10*s +c(4)*d05*s + c(5)*d01*s where "r" stands for gold prices , "s" for stock returns, and "d&quo...
Sat Mar 01, 2014 5:35 am
Forum: EViews 5 and Earlier
Topic: quantile regression
Replies: 15
Views: 19202

### Re: quantile regression

Thank you Glenn you have made my day, thanks to you i get it Now. i really apprceiated it from you !
Fri Feb 28, 2014 11:40 am
Forum: EViews 5 and Earlier
Topic: quantile regression
Replies: 15
Views: 19202

### Re: quantile regression

Thank you Glen for your always valuable answers ! yeah the third equation is a GARCH(1,1) ,are you suggestion that instead of the ML i should run a garch regression of the expanded equation you post earlier ? as i have read i beleive the three equation should be regressed using the ML however i woul...
Thu Feb 27, 2014 4:44 pm
Forum: EViews 5 and Earlier
Topic: quantile regression
Replies: 15
Views: 19202

### Re: quantile regression

thank you for your answer, i didn't get what you meant by your last sentence , what i need to do is to jointly estimate the three equations using the maximum likelihood method, i had a problem with the estimation of the second cuz i didn't know the exact code in eviews, which is no longer the case t...
Thu Feb 27, 2014 11:38 am
Forum: EViews 5 and Earlier
Topic: quantile regression
Replies: 15
Views: 19202

### Re: quantile regression

Thank you very much Glenn , you have no idea how much you helped me , sorry if i didn't specify the problem as it should ! this is exactly what i was looking for ! one last question if i may ; i have to tell you that the bt parameter is modelled in the second equation as a dynamique process !i wonde...
Thu Feb 27, 2014 10:34 am
Forum: EViews 5 and Earlier
Topic: quantile regression
Replies: 15
Views: 19202

### Re: quantile regression

Thank you soo much Glenn for answering i really appreciated it ! well here's what i want to do , i'm trying to analyse the relation between gold and stock return and i want to do it as presented in the three equations model, the first equation represents the simple regression of gold prices on stock...
Mon Feb 24, 2014 8:38 am
Forum: EViews 5 and Earlier
Topic: quantile regression
Replies: 15
Views: 19202

### Re: quantile regression

thank you for answering , i'm actually trying to purshase the 7th version . but could you please tell me how to run it , i have to get the quantiles for the highest and lowest values, i'm working on the following model Sans titre.jpg i'm having real problems estimating it , i would really appreciate...
Mon Feb 24, 2014 4:40 am
Forum: EViews 5 and Earlier
Topic: quantile regression
Replies: 15
Views: 19202

### quantile regression

hey eviews users,
i wonder if i could perform a quantile regression in eviews 5 , if anyone of you knows how please help !

best regards
Sun Feb 23, 2014 5:36 pm
Forum: Estimation
Topic: estimation via maximum likelihood
Replies: 0
Views: 1049

### estimation via maximum likelihood

hey dear eviews users, i just started using eview recently and now i have to run a research on the correlation between gold and stocks prices , i found this model but i didn't know how to estimate it on eviews , so can anyone of you please show me or give me the code to jointly estimate these three ...