Multiplicative Error Model estimation

Has someone the code for estimating a baseline Multiplicative Error Model (MEM)?

The model is the one introduced by Engle (2002):

The coefficients to be estimated are omega, beta and alfa. The distribution of the error term is a Gamma distribution with mean 1 and variance 1/v where v is time-constant.

Estimation by Maximum Likelihood method.

Answer 1

[Alessandra Costa]

I've the same question. is there a code for MEM estimation?