estimate garch by gmm

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usama hefny
Posts: 3
Joined: Mon Sep 03, 2018 4:08 am

estimate garch by gmm

Postby usama hefny » Tue Jun 23, 2020 3:02 pm

dear all
i have Univariate time series and i need to know how i can estimate garch by gmm by eviews???
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EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13608
Joined: Tue Sep 16, 2008 5:38 pm

Re: estimate garch by gmm

Postby EViews Gareth » Tue Jun 23, 2020 3:04 pm

There's nothing built in.
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usama hefny
Posts: 3
Joined: Mon Sep 03, 2018 4:08 am

Re: estimate garch by gmm

Postby usama hefny » Wed Jun 24, 2020 3:17 am

is there a code or any way for this estimation ??
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