RE: st: Bivariate GARCH-M

["Mostafa Baladi" <Mostafa.Baladi@qrm.com>]

Hello Robert,

Is there a copy of your paper in JSS available online?  I am very
interested in reading your paper.

Thanks a lot,

Mostafa

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Robert A
Yaffee
Sent: Tuesday, January 08, 2008 8:54 AM
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: Bivariate GARCH-M

Bulent,
   Stata does not currently have the capability to handle multivariate
GARCH.
See my review of Stata's time series analysis and forecasting capability
in volume 23 of the Journal of Statistical Software.
      Regards,
             Robert Yaffee
 

----- Original Message -----
From: "Koksal, Bulent" <bkoksal@gmail.com>
Date: Tuesday, January 8, 2008 9:31 am
Subject: st: Bivariate GARCH-M
To: statalist@hsphsun2.harvard.edu


> Hello,
> How can I estimate a Bivariate GARCH-M model in Stata. Thanks for any 
> help.
> 
> bulent
> *
> *   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:
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*   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/