how to estimate copula use eviews6?

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tanghanpost
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Joined: Tue Dec 30, 2008 6:39 am

how to estimate copula use eviews6?

Postby tanghanpost » Mon Aug 10, 2009 3:27 am

hi,
i want to estimate a copula model, but i don't know how to estimate it use eviews, can anybody help me?

very thanks!
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trubador
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Posts: 1520
Joined: Thu Nov 20, 2008 12:04 pm

Re: how to estimate copula use eviews6?

Postby trubador » Tue Aug 11, 2009 2:40 am

I think Copula models can be estimated via standard maximum likelihood techniques, which can be effectively handled through EViews' LogL object.
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