quasi maximum likelihood estimation

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quasi maximum likelihood estimation

Postby yaser » Sun Jan 09, 2011 1:24 pm

Dear E Views users:
I want to maximize a quasi maximum likelihood functions for a Bivariate GARCH in mean model.
how can I do that?

EViews Gareth
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Joined: Tue Sep 16, 2008 5:38 pm

Re: quasi maximum likelihood estimation

Postby EViews Gareth » Mon Jan 10, 2011 9:37 am

You'll have to set it up as a LogL object. The User Guide has lots of examples.
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