Bookmark and Share

Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.


[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

st: Model comparison


From   David Ashcraft <[email protected]>
To   "[email protected]" <[email protected]>
Subject   st: Model comparison
Date   Fri, 7 Feb 2014 02:49:06 -0800 (PST)

Hi Statalist,

I want to compare which model has better estimation: GARCH-DCC or OLS. Litrature suggests Vuong(1989) test. I tried to look for this test but could not find it on Stata. Is there anyone who has implemented or have a code for this to share? I will really appreciate the help,
Best,

David
--
David Ashcraft
PhD Candidate
Bangor University 
North Wales, UK

*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/faqs/resources/statalist-faq/
*   http://www.ats.ucla.edu/stat/stata/


© Copyright 1996–2018 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   Site index