Hi all,
does someone has any idea how to get robust errors in ml estimation?
I am trying to estimate a GARCH model and need to calculate Bollerlev - Wooldrige robust errors.
Any help or hint?
Thanks
Dav
Search found 1 match
- Sat Nov 22, 2008 4:53 am
- Forum: Estimation
- Topic: Robust Errors in ml estimation
- Replies: 1
- Views: 5286