It is amazing, I really get a lot help in this forums!
Thx quite a lot! :D
Search found 3 matches
- Fri May 22, 2009 8:36 am
- Forum: Estimation
- Topic: multivariate GARCH forecast code! help!!!
- Replies: 4
- Views: 9978
- Thu May 21, 2009 1:35 pm
- Forum: Estimation
- Topic: multivariate GARCH forecast code! help!!!
- Replies: 4
- Views: 9978
multivariate GARCH forecast code! help!!!
Does sb have code for multivariate GARCH forecast? y1and y2 are two series, I used bi variate garch BEKK in modeling their conditional variance and conditional covariance. And then how can I generate the last conditional covariance matrix, the residuals, save the coefficient matrix, and then calcula...
- Wed May 20, 2009 3:16 pm
- Forum: Programming
- Topic: Giacomini&White 2006 and Diebold&Mariano 1995
- Replies: 1
- Views: 5383
Giacomini&White 2006 and Diebold&Mariano 1995
Who knows how to programming for Giacomini&White 2006 and Diebold&Mariano 1995 tests? I urgently need them for my thesis! :(
Who can so friendly give me a hand? Do thx!
Who can so friendly give me a hand? Do thx!