topic Re: estimate garch by gmm in SAS Forecasting and Econometrics

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/720702#M4059 <P>Hi, </P> <P> </P> <P>You can use the Autoreg procedure or the Model procedure. Here are some examples: <A href="https://support.sas.com/rnd/app/ets/examples/garchex/index.html" target="_self">https://support.sas.com/rnd/app/ets/examples/garchex/index.html</A> </P> <P> </P> <P>Hope that this can help.</P> <P> </P> Sun, 21 Feb 2021 02:38:46 GMT joseenrique1 2021-02-21T02:38:46Z estimate garch by gmm https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/estimate-garch-by-gmm/m-p/720019#M4054 <P><FONT face="arial black,avant garde"><STRONG> how to estimate <SPAN class="lia-search-match-lithium lia-search-match-lithium">GARCH</SPAN> model using GMM in Proc Model</STRONG></FONT></P> Wed, 17 Feb 2021 20:10:44 GMT https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/estimate-garch-by-gmm/m-p/720019#M4054 osama78 2021-02-17T20:10:44Z Re: estimate garch by gmm https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/estimate-garch-by-gmm/m-p/720702#M4059 <P>Hi, </P> <P> </P> <P>You can use the Autoreg procedure or the Model procedure. Here are some examples: <A href="https://support.sas.com/rnd/app/ets/examples/garchex/index.html" target="_self">https://support.sas.com/rnd/app/ets/examples/garchex/index.html</A> </P> <P> </P> <P>Hope that this can help.</P> <P> </P> Sun, 21 Feb 2021 02:38:46 GMT https://communities.sas.com/t5/SAS-Forecasting-and-Econometrics/estimate-garch-by-gmm/m-p/720702#M4059 joseenrique1 2021-02-21T02:38:46Z