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estimation problem with MCMC method
here is the data file- james1229
- Post #2
- Forum: SAS Institute, Inc. solutions
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estimation problem with MCMC method
Hi? I want to use MCMC procedure in SAS 9.2 to estimate the parameters from my model, the codes are as follows: /* MCMC algrithm for estimation of the GJR-GARCH-M model */ ods graphics on; proc mcmc data=sasuser.sh19 ntu=1000 nmc=50000 thin=10 seed=246810 monitor=(_parms_ c d); ods select...- james1229
- Thread
- Replies: 2
- Forum: SAS Institute, Inc. solutions
