Coefficient Matrix 4x4 for AG-DCC GARCH

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Rantul
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Joined: Tue Dec 13, 2016 6:56 pm

Coefficient Matrix 4x4 for AG-DCC GARCH

Postby Rantul » Wed Apr 17, 2019 11:58 am

I´m trying to programm a AG-DCC GARCH model in matricial model, but i can´t create a 4x4 matrix coefficient in the append section (it is only posible to create a vector coefficient in eviews?). It is Possible???

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