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:
> > * 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/
