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hi: i am struggling with bivariate GARCH estimation and really NEED help please!! i use eviews 6 which works very well as estimating multivariate GARCH in a system, but when i add one or two variables as variance regressors, no std error and p value are reported, I am very confused about the results...

Hi, Gareth, I've sorted it out! thanx!

awesome website, really like it :D

Hi, Gareth, thanx a lot, it is really helpful, i now can run TSLS ARMA successfully, but another problem comes up, I cannot get one step ahead forcast, could you please take a glimpse at my programme 'load workfile load ach.wf1 ' set window size !window = 120 ' get size of workfile !length = @obsran...

thanx for your patient! Gareth, I am really a novice

I get the idea of programming rolling, but Im not sure about TSLS ARMA, I suppose an instrumental variable will be needed, can I get a programming sample of TSLS ARMA somewhere?

Can anybody help with two stage least square ARMA in rolling window? I have been struggling with this for one week :(

I need to run TSLS ARMA in a six month sample, then drop the first observation and add one more, and every time i need to get a one step ahead forcasting value.

Please help!