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 b

[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 gui

[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 gu