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by matco
Thu Mar 20, 2014 7:50 am
Forum: Add-in Support
Topic: DCCGARCH11
Replies: 121
Views: 81317

Re: DCCGARCH11

Hi, I am new to eviews. I would need to simultaneously estimate a VEC and a bivariate DCC-GARCH, I have try to use the add-in for dcc-garch but I cannot get it to work, also I would need the VEC output in line with the dcc output. would I have to right the program myself or is there is any other way?

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