Much thanks, Gareth. You are a good teacher. Many thanks to Perry for asking the question also.
James
Search found 4 matches
- Tue Nov 30, 2010 12:42 am
- Forum: Estimation
- Topic: Maximum Number of Regressors in OLS
- Replies: 9
- Views: 10718
- Mon Nov 29, 2010 11:53 pm
- Forum: Estimation
- Topic: Maximum Number of Regressors in OLS
- Replies: 9
- Views: 10718
Re: Maximum Number of Regressors in OLS
Greetings. Gareth, plse unpack what the mini prog is doing. I am fascinated. In particular, the loop.
Regards, James Johnson
Regards, James Johnson
- Wed Nov 24, 2010 11:56 pm
- Forum: Estimation
- Topic: Unrestricted Bekk Garch Model (with overlapping volatility)
- Replies: 2
- Views: 6247
Re: Unrestricted Bekk Garch Model (with overlapping volatility)
Thanks, Trubador - for your kindness to take time for steering me in the right direction. Much appreciated.
James Johnson
James Johnson
- Tue Nov 23, 2010 12:11 am
- Forum: Estimation
- Topic: Unrestricted Bekk Garch Model (with overlapping volatility)
- Replies: 2
- Views: 6247
Unrestricted Bekk Garch Model (with overlapping volatility)
Dear Colleagues If anyone has a code to estimate the "unrestricted Bekk Garch Model" and does not mind to share, kindly assist me. I am new to programming, and it is taking me a while to figure out things in programs. I need to estimate overlapping multicountry (or multivariate) volatitlit...