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st: Inequality constraints for ARCH/GARCH
From
Anton Granik <[email protected]>
To
[email protected]
Subject
st: Inequality constraints for ARCH/GARCH
Date
Fri, 1 Apr 2011 08:38:10 +0200
Dear all,
I found that this issue was discussed here back in 2004....we are in 2011 now
My question is why is it so hard for STATA creators to allow for an
easy introduction of inequality constraints? In estimating volatility
models it is particularly important as the unconstrained optimization
produces meaningless results.
Thank you,
Anton
---------------------
Anton I. Granik
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