Displaying 3 results from an estimated 3 matches for "e2t".
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2001 Feb 15
1
cointegrating regression
Hi all,
Can I run a cointegrating regression, for example
delta Xt=a1(Yt-1-cXt-1)+E1t
and
delta Yt=-b1(Yt-1-cXt-1)+E2t
with R were
Xt and Yt are non stationary time series at t
a,b,c are parameters and E1t and E2t are error terms at t.
Yt-Xt is stationary
Any suggestions are welcome.
Best regards,
/fb
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2011 Feb 15
1
Estimation of an GARCH model with conditional skewness and kurtosis
Hello,
I'm quite new to R but tried to learn as much as possible in the last
few months.
My problem is that I would like to estimate the model of Leon et al. (2005).
I have shortly summarised the most important equations in the following
pdf file:
http://hannes.fedorapeople.org/leon2005.pdf
My main question is now how could I introduce these two additional terms
into the Likelihood
2006 May 30
0
(PR#8905) Recommended package nlme: bug in predict.lme when an independent variable is a polynomial
...gt;
--=20
Renaud LANCELOT
D=E9partement Elevage et M=E9decine V=E9t=E9rinaire (EMVT) du CIRAD
Directeur adjoint charg=E9 des affaires scientifiques
CIRAD, Animal Production and Veterinary Medicine Department
Deputy director for scientific affairs
Campus international de Baillarguet
TA 30 / B (B=E2t. B, Bur. 214)
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