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st: component arch models


From   "Stephen Pollard" <spollard777@comcast.net>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: component arch models
Date   Sun, 2 May 2004 14:00:34 -0700

Hello,

Anyone have information about estimating a component GARCH model?  I have
reviewed the models in the Stata 8 Time Series manual and searched online,
but can't find it.  Or perhaps I have missed something.

Thanks.

Stephen Pollard
Professor of Economics and Statistics
Cal State LA

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