Stata - How to Estimate (G)ARCH models

preview_player
Показать описание
Welcome to my classroom!
This video is part of my Stata series. A series where I help you learn how to use Stata. In this video, we look at how to estimate (G)ARCH model, and also how you can include the possibility to check for asymmetric shocks.

Note: What I show here is my take on the topic. I would be happy to receive comments!

Useful links:
  1. Steffen's Classroom
  2. Finance
  3. Education
  4. Statistics
  5. Learning
  6. RUG
Рекомендации по теме
Estimating a regression 0:04:11

Estimating a regression model in Stata

Estimating a multiple 0:04:44

Estimating a multiple regression model in Stata

Estimates Report | 0:07:24

Estimates Report | Regression Analysis and Estimation Methods | Stata Tutorials Topic 41

Stata - How 0:07:06

Stata - How to Estimate (G)ARCH models

How To estimate 0:10:26

How To estimate and interpret OLS using Stata

Stata - How 0:07:51

Stata - How to estimate (average) marginal effects

#StataTutorials : How 0:01:14

#StataTutorials : How to calculate Mean , Median In #Stata? #StataForBeginners

Stata® tutorial: Confidence 0:01:29

Stata® tutorial: Confidence interval calculator for normal data

Simple linear regression 0:05:15

Simple linear regression in Stata®

Difference in Differences 0:06:58

Difference in Differences Estimation in Stata

Stata for calculating 0:00:33

Stata for calculating Risk ratio and Odds ratio (basic)

Stata - How 0:11:03

Stata - How to Estimate a Heckman Selection Model

Time Series Data 0:07:54

Time Series Data in Stata

Reading and Using 0:18:08

Reading and Using STATA Regression Output (Step by step Explanation)

Marginal Effects | 0:08:20

Marginal Effects | Regression Analysis & Estimation Methods | Stata Tutorials Topic 39

VAR model in 0:21:10

VAR model in stata Part 1

(Stata 13): How 0:10:51

(Stata 13): How to Estimate Two-Step System GMM #gmm #onestepgmm #twostepgmm #yeardummies

Treatment effects in 0:04:46

Treatment effects in Stata®: Propensity-score matching

Propensity Score Matching 0:15:46

Propensity Score Matching using STATA: Simple explanation and step by step estimation

Technical efficiency (frontier) 0:05:01

Technical efficiency (frontier) estimation in STATA

How to calculate 0:00:26

How to calculate Confidence Interval (CI) in STATA

Conducting Data Envelopment 0:04:22

Conducting Data Envelopment Analysis in STATA

Stata confidence interval 0:05:12

Stata confidence interval of proportions

Stata® tutorial: Odds 0:02:38

Stata® tutorial: Odds ratios calculator

Комментарии
Автор

Great series!! Can you please provide a detailed tutorial of negative binomial regression and non linear with quantitative explanatory variables? Many thanks in advance! ❤️🇲🇽❤️

WhySoBroke
Автор

Hello, wondering at all if you can add on how to use this to forecast into future. I assume it would be using predict?

MrPSGamerHamza
Автор

I wanted to estimate conditional variance of oil prices (wti spot), using garch (1 1) model. What is the stata command for it, ??

dileshrawal