Thanks a lot Gareth,
I would appreciate should you have any idea on log-likelihood programme codes for AGARCH.
Regards
Danon
Search found 3 matches
- Tue Jan 31, 2012 4:18 am
- Forum: Estimation
- Topic: AGARCH Parameters estimation
- Replies: 3
- Views: 2527
- Mon Jan 30, 2012 5:54 am
- Forum: Estimation
- Topic: AGARCH Parameters estimation
- Replies: 3
- Views: 2527
Re: AGARCH Parameters estimation
Sorry but I forgot to mention that I am using Eviews 7.
Thanks
Danon
Thanks
Danon
- Mon Jan 30, 2012 5:53 am
- Forum: Estimation
- Topic: AGARCH Parameters estimation
- Replies: 3
- Views: 2527
AGARCH Parameters estimation
Hi All,
Can anyone show how to estimate parameters for AGARCH please.
(constant, arch, garch and leverage)
Regards
Danon
Can anyone show how to estimate parameters for AGARCH please.
(constant, arch, garch and leverage)
Regards
Danon