Search found 3 matches
- Wed Jun 24, 2020 3:17 am
- Forum: Estimation
- Topic: estimate garch by gmm
- Replies: 2
- Views: 5934
Re: estimate garch by gmm
is there a code or any way for this estimation ??
- Tue Jun 23, 2020 3:02 pm
- Forum: Estimation
- Topic: estimate garch by gmm
- Replies: 2
- Views: 5934
estimate garch by gmm
dear all
i have Univariate time series and i need to know how i can estimate garch by gmm by eviews???
i have Univariate time series and i need to know how i can estimate garch by gmm by eviews???
- Mon May 25, 2020 2:28 am
- Forum: Estimation
- Topic: garch estimation
- Replies: 0
- Views: 4645
garch estimation
how can I estimate garch(1,1) by qml and gls by eviews or if there is a code no problem because I need this methods for estimation