Re: estimate garch by gmm

Calcite | Level 5

estimate garch by gmm

how to estimate GARCH model using GMM in Proc Model

3 REPLIES 3

Jade | Level 19

Posted 02-16-2021 08:40 AM (2252 views) | In reply to osama78

I would recommend looking through the examples in the PROC MODEL documentation, with special attention to the FIT statement,

SteveDenham

Super User

Posted 02-16-2021 08:41 AM (2248 views) | In reply to osama78

Better post it at Forecast Forum, since it is under SAS/ETS .

Calcite | Level 5

Posted 02-17-2021 04:16 PM (2143 views) | In reply to Ksharp

thanks

Nearly 200 sessions are now available on demand with the SAS Innovate Digital Pass.

Upcoming Events