The RATS Software Forum

Posted: **Fri Aug 02, 2024 11:52 am**

GARCHGIBBS.RPF is an example of Metropolis-Hastings applied to a univariate GARCH model.

Detailed Description

haversample.rat: Data file (included in RATS v8 distribution); (223 KiB) Downloaded 882 times

GARCHGIBBS—Gibbs Sampling Analysis of GARCH Model