CGARCH(2,2) and ACGARCH(2,2)

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theconomist
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Joined: Fri Mar 15, 2019 10:29 am

CGARCH(2,2) and ACGARCH(2,2)

Postby theconomist » Sat Mar 16, 2019 3:08 am

Hello everyone, I am a student and I am using Eviews for my master thesis.
I need to estimate a CGARCH(2,2) and a ACGARCH(2,2), but Eviews 10 only has CGARCH(1,1) and ACGARCH(1,1) embedded.

Is there a solution?

Thank you

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