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- Thu Aug 06, 2009 3:07 pm
- Forum: Estimation
- Topic: Help! Bivariate GARCH-BEKK estimation
- Replies: 8
- Views: 18079
Re: Help! Bivariate GARCH-BEKK estimation
Hi there I am using an ECM-MGARCH model to analyse volatility spillovers in my dissertation. I run into a problem as I don't know how to do the BEKK specification in EViews. All I can see in the estimation options is the diagonal BEKK. I think my problem is the same as espana09's although I am doing...