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osama78
Calcite | Level 5

 how to estimate GARCH model using GMM in Proc Model

1 REPLY 1
joseenrique1
SAS Employee

Hi, 

 

You can use the Autoreg procedure or the Model procedure. Here are some examples: https://support.sas.com/rnd/app/ets/examples/garchex/index.html 

 

Hope that this can help.

 

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