Dear Professors Hope this e-mail find you well. I am currently doing my Masters in statistics and econometrics and my thesis is about the Properties and Estimation of Garch Models and their applications I need to know if it is to possible to estimate Garch model by Generalized Method of Moments <http://cameron.econ.ucdavis.edu/mmabook/transparencies/ct06_gmm.pdf> (GMM) method using R . and If it possible I need a example of it by coding My sincere regards, ossama [[alternative HTML version deleted]]
Hi, The very useful search engine rseek.org lists a lot of packages, functions, and tutorials for Garch modeling in R. Perhaps some of those meet your requirements. Sarah On Wed, Jul 8, 2020 at 3:02 PM Osama Mostafa <osama78hefny at gmail.com> wrote:> > Dear Professors > > > > Hope this e-mail find you well. I am currently doing my Masters in > statistics and econometrics and my thesis is about the Properties and > Estimation of Garch Models and their applications I need to know if it is > to possible to estimate Garch model by Generalized Method of Moments > <http://cameron.econ.ucdavis.edu/mmabook/transparencies/ct06_gmm.pdf> > > (GMM) method using R . and If it possible I need a example of it by coding > > > > My sincere regards, > > ossama > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see > 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.-- Sarah Goslee (she/her) http://www.numberwright.com
Well, as a first suggestion, you should improve your research skills before posting here: A web search on "garch models in R" came up with what looked like many useful hits (including rugarch). See also the GARCH section of the CRAN Time Series CRAN task view https://CRAN.R-project.org/view=TimeSeries Also read the posting guide for this list linked below to learn how to post properly (for example, post in plain text, not HTML, which can get mangled). Bert Gunter "The trouble with having an open mind is that people keep coming along and sticking things into it." -- Opus (aka Berkeley Breathed in his "Bloom County" comic strip ) On Wed, Jul 8, 2020 at 12:02 PM Osama Mostafa <osama78hefny at gmail.com> wrote:> Dear Professors > > > > Hope this e-mail find you well. I am currently doing my Masters in > statistics and econometrics and my thesis is about the Properties and > Estimation of Garch Models and their applications I need to know if it is > to possible to estimate Garch model by Generalized Method of Moments > <http://cameron.econ.ucdavis.edu/mmabook/transparencies/ct06_gmm.pdf> > > (GMM) method using R . and If it possible I need a example of it by coding > > > > My sincere regards, > > ossama > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see > 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. >[[alternative HTML version deleted]]