Search found 2 matches
- Wed Feb 18, 2015 4:55 am
- Forum: Add-in Support
- Topic: DCCGARCH11
- Replies: 121
- Views: 543429
Re: DCCGARCH11
Thank you, that should be sufficient to verify a claim for higher correlation in the latter (post known break point) part of my series? There is an endogenous dummy variable method that I am investigating and is shown in the line below, this is a different structural break method to those I have see...
- Tue Feb 17, 2015 12:25 pm
- Forum: Add-in Support
- Topic: DCCGARCH11
- Replies: 121
- Views: 543429
Re: DCCGARCH11
Hello,
Is it possible to adapt the add-in to allow testing for structural breaks (making use of any of the proposed structural break methodologies )
Can someone tell me how to verify a structural break at a known date using this model and program
Aaron
Is it possible to adapt the add-in to allow testing for structural breaks (making use of any of the proposed structural break methodologies )
Can someone tell me how to verify a structural break at a known date using this model and program
Aaron
