Programming the statistical procedures from SAS

GMM and GARCH(1,1)

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GMM and GARCH(1,1)

Does anybody know how to estimate GARCH model using GMM in Proc Model? I have read examples of using EMM estimating SV model. It does not really help. I have  real data and want to estimate a GARCH model but I have to use GMM. Any comment is appreciated.

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