Re: [R] estimators based on Truncated likelihood

2010-02-10 Thread Yohan Chalabi 
 "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

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[R] estimators based on Truncated likelihood

2010-02-09 Thread helen . yu 



Dear Sir/Madam,

May I know if there is any function that estimates the ARCH or GARCH
models based on truncated likelihood?

Thanks,
Helen

__
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.

[R] estimators based on Truncated likelihood

2010-02-09 Thread helen . yu 

Dear Sir/Madam,

May I know if there is any function that estimates the ARCH or GARCH  
models based on truncated likelihood?


Thanks,
Helen

__
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.