Dear Stata List Group:
I am wondering if anyone out there has an ado file for estimating
multivariate GARCH-Mean models containing n equations using the
conditional variances of the residual term (h_t = sigma_t^2) and/or
conditional standard deviations (h_t^1/2 = sigma_2)? Please feel free
to contact me directly via e-mail at [email protected]
Best Regards,
George Krause
George A. Krause
Associate Professor
Department of Political Science
337 Gambrell Hall
University of South Carolina
Columbia, South Carolina 29208
(803) 777-4545/3109 (office/department phone)
(803) 777-8255 (fax)
[email protected] (e-mail)
http://www.cla.sc.edu/POLI/facbio/krause.html (web bio)
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