I don't see why you wouldn't be fine relying:
(a) on the stata documentation, combined with:
(b) the secondary sources cited under the arch/garch entries.
Shelling out the big bucks for the full official documentation is, IMO, the comparatively most painless way to learn this stuff.
-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of daniel cassar
Sent: Monday, September 11, 2006 10:59 AM
To: [email protected]
Subject: st: Time series resources
Hi,
I'm a Stata time-series newbie and want to learn how
to perform ARCH and GARCH analyses in stata. Could
anybody please point me to resources (other than the
Stata time-series manual) that could help me in this?
I appreciate any suggestions.
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