topic Re: estimate garch by gmm in SAS Forecasting and Econometrics https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/estimate-garch-by-gmm/m-p/719634#M4051 Better post it at Forecast Forum, since it is under SAS/ETS . Tue, 16 Feb 2021 13:41:41 GMT Ksharp 2021-02-16T13:41:41Z estimate garch by gmm https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/estimate-garch-by-gmm/m-p/719627#M4049 <P><STRONG>&nbsp;how to estimate&nbsp;<SPAN class="lia-search-match-lithium lia-search-match-lithium">GARCH</SPAN>&nbsp;model using&nbsp;GMM&nbsp;in Proc Model</STRONG></P> Tue, 16 Feb 2021 13:09:40 GMT https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/estimate-garch-by-gmm/m-p/719627#M4049 osama78 2021-02-16T13:09:40Z Re: estimate garch by gmm https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/estimate-garch-by-gmm/m-p/719633#M4050 <P>I would recommend looking through the examples in the PROC MODEL documentation, with special attention to the FIT statement,</P> <P>&nbsp;</P> <P>SteveDenham</P> Tue, 16 Feb 2021 13:40:54 GMT https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/estimate-garch-by-gmm/m-p/719633#M4050 SteveDenham 2021-02-16T13:40:54Z Re: estimate garch by gmm https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/estimate-garch-by-gmm/m-p/719634#M4051 Better post it at Forecast Forum, since it is under SAS/ETS . Tue, 16 Feb 2021 13:41:41 GMT https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/estimate-garch-by-gmm/m-p/719634#M4051 Ksharp 2021-02-16T13:41:41Z Re: estimate garch by gmm https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/estimate-garch-by-gmm/m-p/720039#M4056 thanks Wed, 17 Feb 2021 21:16:03 GMT https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/estimate-garch-by-gmm/m-p/720039#M4056 osama78 2021-02-17T21:16:03Z