Panel GARCH Model?

[Zoe Risbridger-Smith]

Dear all,

I am attempting to estimate a panel EGARCH-M model in STATA, as of yet I have had no luck. Has anyone been successful in doing so?

Any help would be appreciated.

Thank you!

[Carlo Lazzaro]

Zoe:
why bumping again?

[Zoe Risbridger-Smith]

Many apologies, it's my first time using this. It appears as though my last post was not finished.

Thank you.

[Carlo Lazzaro]

Zoe:
thanks for clarifying.
Unfortunately, it seems that nobody is familiar with EGARCH-M model in Stata (not STATA, plaease; see the FAQ).
Admittedly, time-series experts do not seem to be represented on this forum.