About skew t distribution form Hanse(1994)

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danielyin
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Joined: Sat Nov 14, 2009 9:42 am

About skew t distribution form Hanse(1994)

Postby danielyin » Tue Nov 17, 2009 8:00 am

Hi
May do me a favor to tell me how to estimation/model conditional skewness (form Hanse(1994))?
I have searched and read much information about this issue, as Log objectl, examples of the program...
Thank you!
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danielyin
Posts: 2
Joined: Sat Nov 14, 2009 9:42 am

Re: About skew t distribution form Hanse(1994)

Postby danielyin » Tue Nov 17, 2009 9:55 am

Sorry, the density is in the appendix
I have some problem in modelling loglikehiood function
Eviews shows incorrection arguement...
Thank you
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