cancel
Turn on suggestions
Auto-suggest helps you quickly narrow down your search results by suggesting possible matches as you type.
Showing results for 
Search instead for 
Did you mean: 
BookmarkSubscribeRSS Feed
osama78
Calcite | Level 5 osama78
Calcite | Level 5

estimate garch by gmm

Posted 02-17-2021 03:10 PM (1352 views)

 how to estimate GARCH model using GMM in Proc Model

0 Likes
Reply
1 REPLY 1
joseenrique1
SAS Employee joseenrique1
SAS Employee

Re: estimate garch by gmm

Posted 02-20-2021 09:38 PM (1239 views)  |   In reply to osama78

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.

 

0 Likes
Reply

Catch up on SAS Innovate 2026

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

Explore Now →
Discussion stats
  • 1 reply
  • ‎02-17-2021 03:10 PM
  • 1353 views
  • 0 likes
  • 2 in conversation