Maximum Likelihood Estimation

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Praharsh22
Posts: 2
Joined: Sat Aug 18, 2012 3:29 pm

Maximum Likelihood Estimation

Postby Praharsh22 » Sat Aug 18, 2012 5:21 pm

Hi all,

Please tell me how do I use Maximum Likelihood estimation. I want to use student-t MLE to find parameters for EGARCH Model. My data is a daily data for stock returns. I use Eviews 7.
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EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13585
Joined: Tue Sep 16, 2008 5:38 pm

Maximum Likelihood Estimation

Postby EViews Gareth » Sat Aug 18, 2012 5:41 pm

You have to use the Logl object. The manual has details.
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