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by danielyin
Tue Nov 17, 2009 9:55 am
Forum: Programming
Topic: About skew t distribution form Hanse(1994)
Replies: 1
Views: 2922

Re: About skew t distribution form Hanse(1994)

Sorry, the density is in the appendix
I have some problem in modelling loglikehiood function
Eviews shows incorrection arguement...
Thank you
by danielyin
Tue Nov 17, 2009 8:00 am
Forum: Programming
Topic: About skew t distribution form Hanse(1994)
Replies: 1
Views: 2922

About skew t distribution form Hanse(1994)

Hi
May do me a favor to tell me how to estimation/model conditional skewness (form Hanse(1994))?
I have searched and read much information about this issue, as Log objectl, examples of the program...
Thank you!

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