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- Thu Jun 25, 2009 2:05 am
- Forum: Programming
- Topic: SE of restricted coefficients in GARCH MLE
- Replies: 0
- Views: 2705
SE of restricted coefficients in GARCH MLE
Dear all, I am working with Logl object to write some Garch codes. I begin with simple ARMA(p,q)-GARCH(1,1)-Normal. I will edit it to get other garch specifications and add jump components. With the help of prg examples available in EViews help, I wrote a prg to estimate the model with: - Starting v...