Hi everyone,
I'm trying to program in SAS the estimation of an EGARCH(1,1) with Pearson IV distribution. I'm having some difficulties programming the integral part of the Pearson density. Could anyone tell me the easier way to program or compute an integral in SAS?
Thank you in advance.
I'm trying to program in SAS the estimation of an EGARCH(1,1) with Pearson IV distribution. I'm having some difficulties programming the integral part of the Pearson density. Could anyone tell me the easier way to program or compute an integral in SAS?
Thank you in advance.