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- Wed Sep 16, 2015 6:51 pm
- Forum: Programming
- Topic: Writing a Likelihood Function
- Replies: 0
- Views: 1940
Writing a Likelihood Function
Dear Members, I have an estimation codes in which Multivariate EGARCH model with dynamic conditional correlation is estimated. These codes were written by some one. I need some clarification in these codes of Likelihood function. The codes are given. @LOGL LOGL DOLLAR_E = (DOLLAR - (DOLLAR_ALPHA0(1)...