I am interested in estimating stochastic volatility models using the state space representation in eviews, but I am having troubles in coding the model. Does any one know how to set up the estimation code?
Thanks!
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- Fri Apr 16, 2010 3:31 am
- Forum: Estimation
- Topic: stochastic volatility, forecasting, percentiles
- Replies: 2
- Views: 4075