Hi,
I need to estimate the parameters for Log Periodic AR(!) GARCH(1,1) model as the formula in pdf file below.
http://arxiv.org/ftp/arxiv/papers/0801/0801.4341.pdf
Anybody have an idea how to do it in Eviews?
Thank you!
Search found 2 matches
- Mon Jul 14, 2014 5:54 pm
- Forum: Estimation
- Topic: Log Periodic AR(1) Garch (1,1) Model
- Replies: 0
- Views: 2199
- Mon Jul 14, 2014 5:49 pm
- Forum: Add-in Support
- Topic: Rollin Add-in error
- Replies: 1
- Views: 5059
Rollin Add-in error
Hi,
I try to execute rolling add-in for FTS equation (you can have a look in my wf). However, the result for coefficient is N/A. I want to have window at 500 and step at 30.
Please help me with this situation! :D
I try to execute rolling add-in for FTS equation (you can have a look in my wf). However, the result for coefficient is N/A. I want to have window at 500 and step at 30.
Please help me with this situation! :D