is the three-stage estimation method of the DCC-GARCH available, the addin has only the 2 step estimation method,
Help is much appreciated,
For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.
Who is online
Users browsing this forum: No registered users and 4 guests