Programming the statistical procedures from SAS

Proc Model errormodel y~general()

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Proc Model errormodel y~general()

Does anybody know how to use "errormodel y~general()" in Proc Model to specify  and maximize your own likelihood function? Any comment is appreciated. I am trying to implement Maheu and McCurdy (2004) Journal of Finance paper, the GARJI model. The model involves a poisson jump process and I need to specify my own likelihood function. I think the first step is to estimate GARCH(1,1) model without using h.var statement and specify my likelihood function. Thank you in advance.

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