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Re: st: Is there a Stata command/program that facilitates the calculation of dynamic conditional correlations per Engle(2002)?
From
Neil Shephard <[email protected]>
To
[email protected]
Subject
Re: st: Is there a Stata command/program that facilitates the calculation of dynamic conditional correlations per Engle(2002)?
Date
Tue, 4 Jan 2011 10:26:55 +0000
On Mon, Jan 3, 2011 at 6:37 PM, <[email protected]> wrote:
> Thank you for your assistance,
http://www.stata.com/support/faqs/res/statalist.html#others
(item 2 is particularly pertinent).
Neil
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