Hi,
I'm a new user in EVIEWS and currently doing my PhD. I plan to use this Engel DCC model. Can you share the codes? May be I need your help to tell me how to use it.
Search found 2 matches
- Tue Mar 30, 2010 5:10 am
- Forum: Econometric Discussions
- Topic: Engle DCC model
- Replies: 2
- Views: 5924
- Wed Mar 24, 2010 8:13 am
- Forum: Estimation
- Topic: Dynamic conditional correlation
- Replies: 3
- Views: 5776
Re: Dynamic conditional correlation
Hi, I'm Teng, a PhD research student. I'm fairly new in EVIEWS and ZERO knowledge in programming. I need help and guidance on how to use the DCC EVIEWS program codes to run my data. I will be using the Engel's DCC mean reverting model for my research. I have the EVIEWS programs and the workfile for ...