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Hello I'd like to perform a minimisation of the cost function of the central bank. The loss function is quadratic and the constraint is linear. Is there any built in procedure to do such exercise in Eviews 7 or otherwise how can I perform this problem using any other Eviews objects. Can anyone help...

You are always welcome.
Good luck with your academic writing :D

Hi Computing LR test between GARCH(1,1) and GARCH(1,1)-M is as follows The constrained version of the model is GARCH(1,1) (eq1 in the programme of my previous post) as it assumes that the coefficient of GARCH-in-mean is zero, and of course the unconstrained equation is GARCH-M (equation 2) To defin...

Hi
I have used eviews to estimate several nonlinear models using the logl object. Now , I'd like to perform a density forecast for the different models. Could you advise me about eviews ability to do this kind of forecasts and if possible the codes I may use.

waiying eagerly to hear from you soon

Hello, I think it is very late reply and may be you do not need it now but may be others can benefit from the answer. One thing you could do is to make a programme includes these different types of models and by the end you write a command for running a likelihood ratio test. You mentioned that you ...

Hi
I am using the LOGL object to estimate my model. I want the standared errors to be estimated as Bollerslev-Wooldrige robust standard errors. Is there any formula could be written in the LOGL object?

hi
I ma using LOGL object to estimate a GARCH model. How could I put a restriction on GARCH and ARCH terms such that they do not exceed one.

I apperciate your help

hi
I want to estimate a GARCH(1,1)model but I want the sum of parameters in GARCH equation to be less than 1 to ensure stationarity. can you help please and tell me how can I put this restrictions in the model?
I really apperciate your help[/b]

Hi
I have an estimated model with LOGL object. Now, I want to forecast from this model. Does anyone now how to make forecasts from LOGL object and how to get the residual series from this object.
Thanks

I am really grateful for advise and I'll take it in my consideration for sure.

Thank you very much for your effort and time. Actually, I found the peroblem is that I have not imposed the nonnegativity conditions on the parameters of variance, skewness, and kurtosis equations. Actually, I got the idea from your reply to one of the questions in the forum and I put the constraint...

Hi
Enclosed herewith, please find the attached E-views file that includes data and model.

Hi
I am using LOGL object to estimate my model but I got an error message. The model and the problem are written in details in the attached file. I apologize because you may find it a long one but I appreciate your help as I am in bad need to solve this problem as soon as possible

thanks