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Re: st: Stata module for Multivariate GARCH
Years ago I was looking for the same and did not find anything...
Mensaje citado por Mindaugas Baltutis <email@example.com>:
> Dear Stata Users,
> I wonder if any STATA module for Multivariate GARCH estimation is available.
> I searched the Stata resources and google but found nothing. Is there
> anybody, who has done something in that field?
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
* For searches and help try: