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w******u
发帖数: 156 | 1 【 以下文字转载自 Mathematics 讨论区,原文如下 】
发信人: wangmumu (咕噜), 信区: Mathematics
标 题: Maximum Likelihood Optimization
发信站: Unknown Space - 未名空间 (Mon Oct 6 12:28:22 2003) WWW-POST
I need to estimate a time series model using maximum likelihood method. My
model is very similar to GARCH. Is there any package (MatLab) that will allow
me to modify the standard model and do estimation for me? Or I will have to
write my own program to do it? I found out usually people use BHHH method to
do it. Does anybody know | b*******r
发帖数: 1 | 2 Econometrics Toolbox for MATLAB
Description: [free]
Category: Science > Math > Software > MATLAB
www.spatial-econometrics.com/
It contain a code for garch model.
allow
【在 w******u 的大作中提到】
: 【 以下文字转载自 Mathematics 讨论区,原文如下 】
: 发信人: wangmumu (咕噜), 信区: Mathematics
: 标 题: Maximum Likelihood Optimization
: 发信站: Unknown Space - 未名空间 (Mon Oct 6 12:28:22 2003) WWW-POST
: I need to estimate a time series model using maximum likelihood method. My
: model is very similar to GARCH. Is there any package (MatLab) that will allow
: me to modify the standard model and do estimation for me? Or I will have to
: write my own program to do it? I found out usually people use BHHH method to
: do it. Does anybody know
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