Search found 2 matches
Search found 2 matches • Page 1 of 1
- Sat Aug 02, 2014 12:27 pm
- Forum: Program Repository
- Topic: An Example Trivariate GARCH-in-Mean Program for EViews 6.0
- Replies: 7
- Views: 12981
Hello, does anyone else know how to change the code about the matrix determinant and inverse matrices into a 7 by 7 matrix instead of 3 by 3? I try to calculate the determinant by eviews and create a series for that number(of the determinant), and I use the same method for inverse matrices. matrix (...
- Fri Jul 25, 2014 6:19 am
- Forum: Estimation
- Topic: Missing values in LOGL series under Bi-variate GARCH
- Replies: 28
- Views: 24021
Hello, I am working on my dissertation and have been stressing out for a few days since I cannot solve the problem of missing value of log@L . I hope you can help me out with this.In my ideal system, the first dependent variable should have the conditional mean equation : Y1=dummy+lambda*GARCH and o...