Search found 8 matches

by darkerthanblack
Mon Oct 06, 2014 7:42 am
Forum: Econometric Discussions
Topic: News Impact Curve
Replies: 0
Views: 2356

News Impact Curve

Hi,

I just estimated GARCH, EGARCH, NGARCH, GJR-GARCH and APARCH models. I would like to get News Impact Curves for daily volatility for each model.
Could anyone suggest me what to do in order to get these curves and plotting them, please?

Thank you!! :D
by darkerthanblack
Thu May 09, 2013 4:49 pm
Forum: Estimation
Topic: Individual effects
Replies: 2
Views: 2379

Re: Individual effects

That's right!

Thanks :D
by darkerthanblack
Thu May 09, 2013 6:10 am
Forum: Estimation
Topic: Individual effects
Replies: 2
Views: 2379

Individual effects

Good afternoon everybody :)
I'm building a model with fixed effects and i think it's all ok, but know i want to know the individual effects and i'm a bit lost.
Could someone help me?
Thank you :D
by darkerthanblack
Tue Nov 27, 2012 1:40 pm
Forum: Programming
Topic: OLS
Replies: 7
Views: 6025

Re: OLS

Hello again, i was trying to do the maximum likelihood, but i get the follwing error message: missing values in @logl series at current coefficients at observation 2 in "DO_LL1.ML(D)". Can someone tell me what i can correct? thank you
by darkerthanblack
Mon Nov 26, 2012 2:57 pm
Forum: Programming
Topic: OLS
Replies: 7
Views: 6025

Re: OLS

Thank you so much!
by darkerthanblack
Mon Nov 26, 2012 2:34 pm
Forum: Programming
Topic: OLS
Replies: 7
Views: 6025

Re: OLS

Here it is, and thanks for the help.
by darkerthanblack
Mon Nov 26, 2012 2:31 pm
Forum: Programming
Topic: OLS
Replies: 7
Views: 6025

Re: OLS

I added a print screen. I can open the variables, and see the data, on the panel to the right (sorry i don't know the name)
by darkerthanblack
Mon Nov 26, 2012 2:21 pm
Forum: Programming
Topic: OLS
Replies: 7
Views: 6025

OLS

Hy everyone,sorry to bother with such trivial questions but it's the first time i'm programming. I loaded a workfile using a programm created by me, but now i don't know how to write to estimate the ols in the programm. i tried writing: ls (variable name) (variable name) (variable name) (variable na...

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