[R-SIG-Finance] [R-sig-finance] Multiplicative error model ?

[Liu Xiaofeng]

I had same problem. :(


fvtrade wrote:
> 
> Good morning Sirs. I need a help about dynamo package installation.
> I followed theese steps:
> 1- i choose a cram mirror
> 2- i downloaded the package
> 3- i choose to install it from the downloaded resident zip file
> but after that when i try to charge dynamo, the system returns me an error
> message cause "libgsl.dll" not found.
> 
> Where did i go wrong?  Tank you in advance for the answer
> 
> fvtrade
> 
> 
> Christian Brownlees wrote:
>> 
>> 
>> I'm actually working on package for R called dynamo which allows to
>> estimate univaraite MEMs. 
>> 
>> The package is on CRAN but on windows there are some CRAN dependent
>> linking
>> problems which have to be solved.
>> 
>> However, I have a version of the package for windows that runs.
>> 
>> The packages is still under development but estimation, inference,
>> prediction, simulation of the model
>> are already there more or less.
>> 
>> Best,
>> Christian
>> 
>>> Dear all:
>>> 
>>> Does anyone know whether the multiplicative error mode (MEM) is
>>> implemented
>>> in R or other languages? I tried to write the program but got
>>> non-converging
>>> problems. I checked the paper in :
>>> www.core.ucl.ac.be/archives/CORE.ETRICSfiles/2005-06/gallo.pdf
>>> But I found that the stuff there seems too complicated for me to handle.
>>> Can anyone give a hint here? Thanks for help of any kind.
>>> 
>>> ShyhWeir
>>> 
>>> 	[[alternative HTML version deleted]]
>>> 
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>> 
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> 
> 

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