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st: Generalized Error Distribution (GED) in Stata
From
Ivo Jánský <[email protected]>
To
[email protected]
Subject
st: Generalized Error Distribution (GED) in Stata
Date
Mon, 1 Nov 2010 13:37:38 +0100
Hi,
I wonder if Stata provides functions for the Generalized Error
Distribution. Since I have estimated a model using the arch command
with GED as the selected distribution, I would like to obtain a
certain quantile of the GED in order to continue with my calculations.
For this reason I need to use the inverse cumulative distribution
function. Unfortunately, after searching the documentation and trying
Google I have not been able to find such function. Does anyone know,
how to obtain the value of the inverse cumulative distribution
function of GED in Stata?
Thank you for any help,
Ivo Jansky
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