Years ago I was looking for the same and did not find anything...
Best regards,
Artur
Mensaje citado por Mindaugas Baltutis <[email protected]>:
> Dear Stata Users,
>
> I wonder if any STATA module for Multivariate GARCH estimation is available.
> I searched the Stata resources and google but found nothing. Is there
> anybody, who has done something in that field?
>
> Regards,
> Mindaugas
>
> *
> * For searches and help try:
> * http://www.stata.com/support/faqs/res/findit.html
> * http://www.stata.com/support/statalist/faq
> * http://www.ats.ucla.edu/stat/stata/
>
*
* For searches and help try:
* http://www.stata.com/support/faqs/res/findit.html
* http://www.stata.com/support/statalist/faq
* http://www.ats.ucla.edu/stat/stata/
