Impulse Response Function is a system (multivariate GARCH)

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theodore04
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Joined: Fri Nov 07, 2008 9:22 am

Impulse Response Function is a system (multivariate GARCH)

Postby theodore04 » Sun Feb 28, 2010 7:12 am

Dear All,

I am estimating multivariate GARCH (BEKK) through the Systems in EViews. Once I have a got the estimates are you aware of a code that can help me get the impulse responses?

thanks
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