program markov switching EGARCH

please help me, I need a program  Markov switching EGARCH with GAUSS, this program would I use for my thesis research to examine the state of the financial crisis in Indonesia. Can anyone help me?

1 Answer



0



There isn't such a model in any of Aptech System's Applications. If you able to provide a procedure for computing the log-likelihood of this model, you would be able to use the Constrained Maximum Likelihood Application (CMLMT) to estimate the parameters and compute standard errors /products/gauss-applications/constrained-maximum-likelihood-mt/.

Your Answer

1 Answer

0

There isn't such a model in any of Aptech System's Applications. If you able to provide a procedure for computing the log-likelihood of this model, you would be able to use the Constrained Maximum Likelihood Application (CMLMT) to estimate the parameters and compute standard errors /products/gauss-applications/constrained-maximum-likelihood-mt/.


You must login to post answers.

Have a Specific Question?

Get a real answer from a real person

Need Support?

Get help from our friendly experts.

Try GAUSS for 14 days for FREE

See what GAUSS can do for your data

© Aptech Systems, Inc. All rights reserved.

Privacy Policy