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
Search found 8 matches
- Mon Oct 06, 2014 7:42 am
- Forum: Econometric Discussions
- Topic: News Impact Curve
- Replies: 0
- Views: 2356
- Thu May 09, 2013 4:49 pm
- Forum: Estimation
- Topic: Individual effects
- Replies: 2
- Views: 2379
Re: Individual effects
That's right!
Thanks :D
Thanks :D
- 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
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
- 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
- Mon Nov 26, 2012 2:57 pm
- Forum: Programming
- Topic: OLS
- Replies: 7
- Views: 6025
Re: OLS
Thank you so much!
- 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.
- 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)
- 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...
