Dueker (1997) output with fixed mean

[TomDoan]

The C, A and B are from the preliminary fixed GARCH that also is used only for guess values. However, they correspond to gamma, alpha and beta.

In the main MAXIMIZE output, MSG(1) and MSG(2) are his alpha and beta. GV(2) is his gamma and GV(1) is his gamma x g(St=0). He parameterizes the degrees of freedom as 1/standard degrees of freedom, while we use degrees of freedom directly.

[prashantj]

The C, A and B are from the preliminary fixed GARCH that also is used only for guess values. However, they correspond to gamma, alpha and beta.

In the main MAXIMIZE output, MSG(1) and MSG(2) are his alpha and beta. GV(2) is his gamma and GV(1) is his gamma x g(St=0). He parameterizes the degrees of freedom as 1/standard degrees of freedom, while we use degrees of freedom directly.

thanks..what do MU(1), MU(2), NUV(1), NUV(2), P(1,1) and P(1,2) suggest? It would be great if you recommend some materials which discuss in detail the interpretation of each output parameter. please
Looking forward for your reply,
Regards,
Prashant

[TomDoan]

1. The paper.
2. The RATS manual and Switching course materials
3. http://en.wikipedia.org/wiki/Greek_alphabet

I don't mean to be flip, but I have no idea how else to respond to that.