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| From | Anton Granik <anton.granik@gmail.com> |
| To | statalist@hsphsun2.harvard.edu |
| Subject | st: Inequality constraints for ARCH/GARCH |
| Date | Fri, 1 Apr 2011 08:38:10 +0200 |
Dear all, I found that this issue was discussed here back in 2004....we are in 2011 now My question is why is it so hard for STATA creators to allow for an easy introduction of inequality constraints? In estimating volatility models it is particularly important as the unconstrained optimization produces meaningless results. Thank you, Anton --------------------- Anton I. Granik * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/