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/
