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I just want to restrict my parameters smaller than 0 as a test whether the parameter is smaller than 0, I am just wondering if some one can help me with this. Thanks

hi, the same set of code i had before, ******************two equations***************** LOG Hi / LH LOG Lo /LL SET Range = log(LH / LL) SET R = LOG(Cl/Cl{1}) linreg(NOPRINT) R / E #constant declare series u declare series h declare series q nonlin A11 A22 A33 A44 A2 A3 A4 SET Q / = %seesq**0.5 SET H...

Thanks it works

the dependent variable is distrbuted as n( 0.43+lnh, 0.29**2)

I am trying to implement my EGARCH 2,2 model with two components. and I entered the follwoing commands: nonlin A11 A22 A33 A44 A2 A3 A4 SET Q / = %seesq**0.5 SET H / = EXP(RANGE - 0.43) SET U / = 0.0 compute A11=1, A22=0.9,A33=0.05,A44=-0.1, A2=0.12,A3=0.01,A4=-0.1 frml res = (RANGE - 0.43 - LOG(q))...