ESTIMATION OF MULTIVARIATE GARCH IN MEAN FOR 7 VARIABLES

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kaynna
Posts: 1
Joined: Thu Aug 18, 2011 4:56 am

ESTIMATION OF MULTIVARIATE GARCH IN MEAN FOR 7 VARIABLES

Postby kaynna » Thu Aug 18, 2011 6:45 am

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.

trubador
Did you use forum search?
Posts: 1518
Joined: Thu Nov 20, 2008 12:04 pm

Re: ESTIMATION OF MULTIVARIATE GARCH IN MEAN FOR 7 VARIABLES

Postby trubador » Thu Aug 18, 2011 7:31 am


mookie
Posts: 1
Joined: Thu Aug 25, 2011 11:20 pm

Re: ESTIMATION OF MULTIVARIATE GARCH IN MEAN FOR 7 VARIABLES

Postby mookie » Sun Aug 28, 2011 1:43 am

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 :)

maryamjannesari
Posts: 5
Joined: Wed Nov 16, 2011 9:13 am

Re: ESTIMATION OF MULTIVARIATE GARCH IN MEAN FOR 7 VARIABLES

Postby maryamjannesari » Sun Nov 20, 2011 1:45 pm

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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