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About skew t distribution form Hanse(1994)

Posted: Tue Nov 17, 2009 8:00 am
by danielyin
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!

Re: About skew t distribution form Hanse(1994)

Posted: Tue Nov 17, 2009 9:55 am
by danielyin
Sorry, the density is in the appendix
I have some problem in modelling loglikehiood function
Eviews shows incorrection arguement...
Thank you