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Philip


Monash University

Last seen: bijna 3 jaar ago |  Active since 2014

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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 ...

ongeveer 10 jaar ago | 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) ...

ongeveer 10 jaar ago | 3 answers | 1

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