Search found 2 matches
- Fri May 16, 2014 9:15 am
- Forum: Estimation
- Topic: estimating garch(1,1)
- Replies: 0
- Views: 1885
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...
- Sun Feb 23, 2014 5:36 pm
- Forum: Estimation
- Topic: estimation via maximum likelihood
- Replies: 0
- Views: 1941
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 ...