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RE: RE: st: Bivariate GARCH-M


From   "Mostafa Baladi" <[email protected]>
To   <[email protected]>
Subject   RE: RE: st: Bivariate GARCH-M
Date   Tue, 8 Jan 2008 09:33:16 -0600

Thanks a lot Robert.  I have been looking for such a review.    

Mostafa


-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Robert A
Yaffee
Sent: Tuesday, January 08, 2008 9:30 AM
To: [email protected]
Subject: Re: RE: st: Bivariate GARCH-M

Mostafa,
  The review of Stata's time series and forecasting capability is
available
on line at http://www.jstatsoft.org/v23   .   I hope it is helpful to
all
concerned.
     Best wishes,
          Bob Yaffee


----- Original Message -----
From: Mostafa Baladi <[email protected]>
Date: Tuesday, January 8, 2008 10:24 am
Subject: RE: st: Bivariate GARCH-M
To: [email protected]


> Hello Robert,
> 
> Is there a copy of your paper in JSS available online?  I am very
> interested in reading your paper.
> 
> Thanks a lot,
> 
> Mostafa
> 
> -----Original Message-----
> From: [email protected]
> [mailto:[email protected]] On Behalf Of Robert A
> Yaffee
> Sent: Tuesday, January 08, 2008 8:54 AM
> To: [email protected]
> Subject: Re: st: Bivariate GARCH-M
> 
> Bulent,
>    Stata does not currently have the capability to handle multivariate
> GARCH.
> See my review of Stata's time series analysis and forecasting
capability
> in volume 23 of the Journal of Statistical Software.
>       Regards,
>              Robert Yaffee
>  
> 
> ----- Original Message -----
> From: "Koksal, Bulent" <[email protected]>
> Date: Tuesday, January 8, 2008 9:31 am
> Subject: st: Bivariate GARCH-M
> To: [email protected]
> 
> 
> > Hello,
> > How can I estimate a Bivariate GARCH-M model in Stata. Thanks for 
> any 
> > help.
> > 
> > bulent
> > *
> > *   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:
> *   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:
> *   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:
*   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:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



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