Search found 2 matches
- Wed May 27, 2015 6:44 am
- Forum: Programming
- Topic: Code error
- Replies: 2
- Views: 2234
Re: Code error
Thank you very much!
- Wed May 27, 2015 5:20 am
- Forum: Programming
- Topic: Code error
- Replies: 2
- Views: 2234
Code error
Hi Trubador I am trying to trying to come up with maximum likelihood estimates using an extended TGARCH model (assuming errors follow the generalised error distribution function). My conditional mean equation is: r_t= α+ μ(σ_t^2 )+D_t (γ_0H+γ_1H σ_t^2 ) r_(t-1)+ (1-D_L )(γ_0L+γ_1L σ_t^2 ) r_(t-1)+ε_...