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There are several problems with your code, but the most crucial one concerns the likelihood function. Since the matrix operations are not allowed in LogL object, you need to write out the expression for the determinants, not the result itself. @det() function only gives you a fixed number, the expr...

Is there a way to not use matrix in my code for logl? I cannot figure out how to do my code if I do not use loops or matrix? Thanks

Is there a way to not use matrix in my code for logl? I cannot figure out how to do my code if I do not use loops or matrix? Thanks

Is there any way to work out this matrix loop? something like writing a function or subroutine, then call the subroutine from logl.............

Thanks trubador. Now I know Matrix cannot be used in logl.

However, for higher dimensional GARCH, to write out expression for determinants is really tedious. Is there any way to work this out? something like writing a function or subroutine, then call the subroutine from logl.............

sorry, I forgot to say I only add one variance (var_y1) into this 7 variable GARCH-mean model as a test purpose.

Dear I have seen the discussion in the following link for programming Multivariate GARCH-mean model. http://forums.eviews.com/viewtopic.php?f=4&t=273#p971 However, the discussion is about bi/trivariate GARCH. In these cases, we could spread out the var-covariance matrix to compute the matrix det...

Dear there Recently I am trying to programming a Kalman filter in Eviews 6.0. In this programming, I use matrix and vector operation in logl for likelihood function. However, when I am running it, it always report some errors regarding the matrix and vector as in the following picture. I am wonderin...

Could we program the regime switching model in Eviews 7? If yes, is there any sample code?

thanks

Dear

I am wondering if the new version of Eviews 7 could run Regime switching regression.

Thanks

Martin