Dear all, Does any one know if ther is any stata program which can run
(E)GARCH model with generilised error distribution with fixed parameter,
thanks. Gary
-----Original Message-----
From: [email protected]
[mailto:[email protected]]On Behalf Of Richard
Williams
Sent: Tuesday, 3 May 2005 9:05 AM
To: [email protected]
Subject: Re: st: Question about ML
At 01:23 PM 5/2/2005 -0400, Cameron Hooper wrote:
>Hi
>
>I have a question about using the -ml- command. I've had a look at the
>reference manual, but it's a bit over my head. I've seen the book about
>ML available from Stata, but I thought someone on this list might be able
>to help me out.
Cameron, I don't think it is clear what the question is. Are you just
asking "How do I write a program to do this" or is there a more specific
question you have in mind?
I found that I had pretty good luck copying large chunks of the code from
the ML book verbatim. The tricky part, I think, is writing the likelihood
evaluator and the other code that is unique to your problem.
*
* 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/
