bivariate garch in mean

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yaser
Posts: 9
Joined: Tue Nov 23, 2010 9:49 am

bivariate garch in mean

Postby yaser » Fri Dec 17, 2010 1:56 pm

Dear eviews users

I am going to estimate a bivariate garch in mean model, I have seen the code which was modified from the original version of eviews 6. however, It is not the case in my work.

in models that I am following garch in mean component is a 2x1 matrix and coefficient matrix(say lambda) is 2x2:
theoretically 4 coefficients of lambda describe effects of each variable's uncertainty on itself and on the other variable in terms of direction and magnitude.

can you modify the original program of bi-garch to cover this problem or help me construct a new on by myself??

yaser
Posts: 9
Joined: Tue Nov 23, 2010 9:49 am

Re: bivariate garch in mean

Postby yaser » Sat Jan 15, 2011 7:07 am

no one can ask my question?


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