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by thephoenix22
Fri May 16, 2014 9:15 am
Forum: Estimation
Topic: estimating garch(1,1)
Replies: 0
Views: 1882

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...
by thephoenix22
Sun Feb 23, 2014 5:36 pm
Forum: Estimation
Topic: estimation via maximum likelihood
Replies: 0
Views: 1938

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 ...

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