Hi,
Please would appreciate if some one can help me on how to estimate a Multivariate GARCH in mean model using eviews 7 for seven variables.
Thank you.
ESTIMATION OF MULTIVARIATE GARCH IN MEAN FOR 7 VARIABLES
Moderators: EViews Gareth, EViews Moderator
Re: ESTIMATION OF MULTIVARIATE GARCH IN MEAN FOR 7 VARIABLES
Thx for the code.I need to find volatility spillover among 4 stock markets. However, i still don't know where to put the code you gave at first, i can't find the LogL function. Could you please told me where it is? And for the code that you gave me, if i want to estimate 4 variables, could you please told me what in particular do i need to make changes?
Thank in advance
Thank in advance
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Re: ESTIMATION OF MULTIVARIATE GARCH IN MEAN FOR 7 VARIABLES
i have a problem too,i followed the code but i received the error message ,i m confused,can some one help me ?
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