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Re: RE: RE: st: Bivariate GARCH-M


From   Robert A Yaffee <[email protected]>
To   [email protected]
Subject   Re: RE: RE: st: Bivariate GARCH-M
Date   Tue, 08 Jan 2008 10:35:54 -0500

You're quite welcome.
   

----- Original Message -----
From: Mostafa Baladi <[email protected]>
Date: Tuesday, January 8, 2008 10:35 am
Subject: RE: RE: st: Bivariate GARCH-M
To: [email protected]


> 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:
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> > *   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
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> > *   http://www.ats.ucla.edu/stat/stata/
> *
> *   For searches and help try:
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> *   http://www.ats.ucla.edu/stat/stata/
> 
> *
> *   For searches and help try:
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> *   http://www.ats.ucla.edu/stat/stata/
*
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*   http://www.ats.ucla.edu/stat/stata/



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