Search found 2 matches

by ptan
Tue Jan 26, 2010 5:51 pm
Forum: Estimation
Topic: Dynamic conditional correlation
Replies: 3
Views: 5782

Re: Dynamic conditional correlation

Hi, Thanks for the tip. Worked out the program code. Got a technical question here regarding DCC. There's DCC INT and DCC MR. I got the results for both and in most instances, results from both are pretty similar. However, there are one or two instances that the correlation from DCC MR turn out to b...
by ptan
Mon Jan 25, 2010 6:12 am
Forum: Estimation
Topic: Dynamic conditional correlation
Replies: 3
Views: 5782

Dynamic conditional correlation

Hi, Was trying to estimate dynamic conditional correlation but received the following error msg: "For statement unterminated For !z = 1 to 1" The part of the program code which I believe led to the error msg is: !reps=1 For !z = 1 to !reps Does anyone have any idea what's the missing link?...

Go to advanced search