Muhammad irfan Malik

4 Questions 18 Answers 0 Followers

Questions related from Muhammad irfan Malik

Doornik and Oomos Mehtod?

I wants to apply the outliers detection and correction method of Doornik and Oomos proposed in 2005. I have write the codes of this method and have no issue to detect the outliers by this method....

22 February 2016 5,271 5 View

Anyone familiar with estimation of Parameters Using Rigobon(2003) Identification Method?

Hello, We want to estimate the simultaneous equation system using GMM using the identification method proposed by Rigobon (2003). Summary of this method is, for rank order condition the system...

09 February 2015 175 6 View

Estimation of Multivariate DCC EGARCH?

Hello, I need to estimate Bivariate DCC EGARCH model for my project. This model in not available in RATS. Any body help me in the estimation of above said model. Is this model is available in any...

06 February 2015 5,867 5 View

How can I apply the Robust Outlier Detection (LLP) method for financial time series ?

Robust Outlier Detection test was proposed by Laurent, Lecourt and Palm in (2013) in their paper "Testing for jumps in GARCH models, a robust approach". I want to apply this test for the detection...

25 January 2015 1,860 2 View