If anyone has written code (EViews 7.1) to estimate Fractionally Integrated GARCH (FIGARCH) and/or Hyperbolic GARCH (HYGARCH) models, and would be willing
to share the code, I'd be most grateful. Thanks in advance.
Search found 2 matches
- Fri Nov 05, 2010 2:08 pm
- Forum: Estimation
- Topic: GARCH models
- Replies: 0
- Views: 1613
- Wed Jun 02, 2010 7:46 pm
- Forum: Estimation
- Topic: generated regressor bias
- Replies: 0
- Views: 1677
generated regressor bias
Hi. If anyone has written EViews programme code to carry out the estimation procedure presented in the following article A.R. Pagan (1984) "Econometric issues in the analysis of regressions with generated regressors", International Economic Review, 25:221-47 I'd be most grateful if they wo...