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- Thu Mar 20, 2014 7:50 am
- Forum: Add-in Support
- Topic: DCCGARCH11
- Replies: 121
- Views: 434843
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?