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- Mon Nov 28, 2011 3:46 am
- Forum: Program Repository
- Topic: trivariate VAR BEKK garch with exogenous variable
- Replies: 0
- Views: 4900
dear everyone I made trivariate VAR BEKK garch model including exchange and bond and stock markets with exogenous variable(FSI) in both mean equation and conditional variance equation. whenever I runned my program, the program log pops up as follows; “Missing values in @LOGL series at current coeffi...