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Philip


Monash University

Last seen: 3 years 前 |  自 2014 起处于活动状态

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linear regression with GARCH/EGARCH errors
with a little guidance from Mathworks support, my PhD student solved this problem. Use the "estimate" syntax to estimate a ...

10 years 前 | 1

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linear regression with GARCH/EGARCH errors
I need to estimate a linear model with GARCH or EGARCH errors: mean eqn: Y = c +b1X1 +b2X2 + e e_t ~ N(0,sigma_t^2) ...

10 years 前 | 3 个回答 | 1

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