>>>> "HYC" == helen...@utoronto.ca >>>> on Tue, 09 Feb 2010 22:07:27 -0500
HYC> Dear Sir/Madam, HYC> HYC> May I know if there is any function that estimates the ARCH HYC> or GARCH HYC> models based on truncated likelihood? HYC> HYC> Thanks, HYC> Helen Hi Helen, TLE has been used in different areas and is well-known in the community. I am presenting work that extents the TLE with an application in GARCH modeling in Singapore next week. The working paper should be available just after the conference. Regards, Yohan -- PhD candidate Swiss Federal Institute of Technology Zurich www.ethz.ch ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
