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- Tue Sep 06, 2016 10:01 pm
- Forum: Estimation
- Topic: Bivariate Garch Using System Estimation
- Replies: 0
- Views: 2796
Bivariate Garch Using System Estimation
system_estimation.png Hello folks, I try to create bivariate garch but I have some problem. 1. I go to New Objecct to create new system 2. I insert 2 mean equations. The first one is the mean equation of USA and the second one is the mean equation of Canada, note that the lag return of Canada is in...