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- Thu Jun 18, 2009 9:54 am
- Forum: Estimation
- Topic: GMM estimation with equations containing Brownian motion
- Replies: 1
- Views: 3474
GMM estimation with equations containing Brownian motion
Hi, I'm trying to use EViews and GMM to estimate the unknown parameters of the equations given in the word document attached. The equations are for mean reversion in the volatility of stock price returns. I can't find any examples of using EViews when the equation contains a Wiener process, and am n...