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st: Estimating ARMA models with nonlinear constraints


From   "ALBUQUERQUE, RUI" <ALBUQUERQUE@simon.rochester.edu>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   st: Estimating ARMA models with nonlinear constraints
Date   Mon, 28 Oct 2002 12:35:49 -0500

Hi,

Is there a way to estimate ARMA models with nonlinear constraints in Stata?

Thanks,
Rui


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Rui Albuquerque
Assistant Professor of Finance
Simon School of Business
University of Rochester
Carol Simon Hall
Rochester, NY 14534

Homepage: http://www.simon.rochester.edu/fac/albuquerque/albuquerque.html
Phone: 585-275-3956
Fax:     585-461-3309
 <<ALBUQUERQUE, RUI.vcf>> 

Attachment: ALBUQUERQUE, RUI.vcf
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