Hello StataList,
I have a question, How can I assume noncentral distribution in GJR-GARCH model.
I know that I can assume (norm, student t, ged), but How can I assume noncentral t-distribution.
Sarah
Related Posts with Non-central t distribution
Use another dataset to rename variable based on conditionHello, I'm new to Stata (and new to this forum ) and I'm trying to do something probably quite basi…
Generate new variable with ifHello, Currently I have a database with the donators and theirs giving in UK. I had create 4 column…
Generating summarized variables for synthetic control predictorsHello, I am setting up a synthetic control based on data that looks something like this: cityid | ye…
Extracting words from a string variable using a local listHello, I want generate a new varibale that display the words found in the string variable that matc…
Diff-in-diff with time fixed effectsHi everyone, Maybe it is a trivial question but I am running a DID regression based on a dataset wi…
Subscribe to:
Post Comments (Atom)
0 Response to Non-central t distribution
Post a Comment