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Dear Trubador,

if i want to create four variate multivariate garch in mean model, what part of the program should i modify?

Screen Shot 2014-10-16 at 7.50.26 AM.png Screen Shot 2014-10-28 at 7.34.17 AM.png i want to ask how to use instrument variables into a model? i am working on a thesis about international capm and need to incorporate instrument variables to the estimation model as attached. as you can see the lambda...

Screen Shot 2014-10-16 at 7.50.26 AM.jpg Screen Shot 2014-10-28 at 7.34.17 AM.png trubador thank you for reply, so what you mean is i can incorporate information variables using the same way for defining covariance in mean equation? as the picture i attached, the lambda is the information variables...

look at the attachment, the mean model of international capm in a research of jan antell 2004, and all researches about international capm, there will be informational variables represented by lambda in each mean model. my question is how do we put it in our program in eviews?

thank you for the reply trubador. i want to ask more if i change the order of the multivariate garch-m into this: y1= lambda1*h(1,1)+res1 y2=lambda2*h(2,2)+lambda3*h(1,2) + res2 y3= lambda4*h(3,3)+lambda5*h(2,3)+lambda6*h(1,3) + res3 res ~ N(0,H) and what part should i change to make it work? i alre...

im working on a thesis about multivariate garch in mean, and i want all the lambdas have different coefficient? how would i write that in a program? is this correct? for the declaration , im a bit confused on how should i declare it. btw, im kind of trying helens program which has mean equation like...

currently im working on international CAPM thesis, and i wanna know is it possible to use covariance estimated from multivariate garch in mean equation instead of variance or standard deviation? i attach the model ive been trying to create.. and is it possible to have different option in "archm...