Search found 2 matches

by wuyunting
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: 12824

Re: An Example Trivariate GARCH-in-Mean Program for EViews 6

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 (...
by wuyunting
Fri Jul 25, 2014 6:19 am
Forum: Estimation
Topic: Missing values in LOGL series under Bi-variate GARCH
Replies: 28
Views: 23504

Re: Missing values in LOGL series under Bi-variate GARCH

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...

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