Search found 3 matches
- Wed Jul 30, 2014 11:34 pm
- Forum: Programming
- Topic: Panel GARCH Model
- Replies: 1
- Views: 3220
Re: Panel GARCH Model
I am still looking for your thoughts, guys?
- Tue Jul 08, 2014 7:41 pm
- Forum: Programming
- Topic: Panel GARCH Model
- Replies: 1
- Views: 3220
Panel GARCH Model
I was wondering if anyone can help me handle the panel-GARCH model which is similar to Cermeño, R., Grier, K.B., 2006. Conditional heteroskedasticity and cross-sectional dependence in panel data: an empirical study of inflation uncertainty in the G7 countries. In: Baltagi, B.H. (Ed.), Panel Data Eco...
- Sat Jun 21, 2014 7:28 am
- Forum: Programming
- Topic: Bivariate EGARCH with Panel Data
- Replies: 9
- Views: 12041
Re: Bivariate EGARCH with Panel Data
It would be much better if you give us the final complete code. Thanks for the share.
Fathi
Fathi