Search found 2 matches

Go to advanced search

by mihaela
Mon May 04, 2009 12:51 pm
Forum: Econometric Discussions
Topic: FIGARCH and HYGARCH
Replies: 2
Views: 6692

Re: FIGARCH and HYGARCH

Thanks a lot for your answer!
by mihaela
Sun May 03, 2009 7:07 am
Forum: Econometric Discussions
Topic: FIGARCH and HYGARCH
Replies: 2
Views: 6692

FIGARCH and HYGARCH

Hello everyone,

Does anyone of you know if FIGARCH and HYGARCH can be estimated in Eviews? Or if GPH estimator can be used to estimate "d" - the fractional differencing estimator?

Thank you !

Go to advanced search