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how to estimate copula use eviews6?

Posted: Mon Aug 10, 2009 3:27 am
by tanghanpost
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!

Re: how to estimate copula use eviews6?

Posted: Tue Aug 11, 2009 2:40 am
by trubador
I think Copula models can be estimated via standard maximum likelihood techniques, which can be effectively handled through EViews' LogL object.