Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: Inequality constraints for ARCH/GARCH


From   Anton Granik <anton.granik@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Inequality constraints for ARCH/GARCH
Date   Fri, 1 Apr 2011 08:38:10 +0200

Dear all,

I found that this issue was discussed here back in 2004....we are in 2011 now
My question is why is it so hard for STATA creators to allow for an
easy introduction of inequality constraints? In estimating volatility
models it is particularly important as the unconstrained optimization
produces meaningless results.

Thank you,

Anton

---------------------
Anton I. Granik
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2017 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index