EViews.com

cheers trubador, I asked my teach the question before here and didn't get an answer I liked so appreciate the explanation. Also I don't want to be using it as a test for dynamic correlation, we have others for that, but am i right to visualise that the CCC constraints, I suppose, get "stretched...

thank you trubador this is exactly what i have done

Hi everyone, I've estimated a Constant Conditional Correlation Garch Specification and am wondering why the restriction placed on this MGARCH (bi-variate) specification is only that the correlation is constant - my question is, why not also make it equivalent to the sample pair-wise correlation? In ...

can i ask what you ended up doing? I have the same problem and have NA in the pairwise samples, is an if statement shunning them the only way