EViews.com • estimate garch by gmm

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estimate garch by gmm

Posted: Tue Jun 23, 2020 3:02 pm

by usama hefny

dear all
i have Univariate time series and i need to know how i can estimate garch by gmm by eviews???

Re: estimate garch by gmm

Posted: Tue Jun 23, 2020 3:04 pm

by EViews Gareth

There's nothing built in.

Re: estimate garch by gmm

Posted: Wed Jun 24, 2020 3:17 am

by usama hefny

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