Search found 2 matches
- Thu Sep 19, 2019 3:02 pm
- Forum: Estimation
- Topic: EGARCH Log-likelihood calculation
- Replies: 2
- Views: 5305
Re: EGARCH Log-likelihood calculation
Perfect! Many Thanks!
- Mon Sep 16, 2019 1:58 pm
- Forum: Estimation
- Topic: EGARCH Log-likelihood calculation
- Replies: 2
- Views: 5305
EGARCH Log-likelihood calculation
Hi Eviews team! I need a help to understand how Eviews calculates EGARCH log-likelihood. I firstly estimated an EGARCH and, using Eviews coefficients results, tried to replicate Eviews log-likelihood output. However, I am unable to get the same value. The difference is not that big, but I am curious...