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 (759 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 (646 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

hackathon24-white-horiz.png

The 2025 SAS Hackathon Kicks Off on June 11!

Watch the live Hackathon Kickoff to get all the essential information about the SAS Hackathon—including how to join, how to participate, and expert tips for success.

YouTube LinkedIn

Discussion stats
  • 1 reply
  • ‎02-17-2021 03:10 PM
  • 760 views
  • 0 likes
  • 2 in conversation