Search found 2 matches
- Wed Aug 11, 2021 9:06 am
- Forum: Program Repository
- Topic: An Example Trivariate GARCH-in-Mean Program for EViews 6.0
- Replies: 9
- Views: 51872
Re: An Example Trivariate GARCH-in-Mean Program for EViews 6.0
Please find attached a programming code for trivariate garch-in-mean model written for EViews 6.0 sometime ago. I see that there is a growing need on multivariate garch estimation in EViews 6.0 recently and therefore decided to post it. Please keep in mind that you have to change the relevant parts...
- Wed Aug 11, 2021 8:59 am
- Forum: Program Repository
- Topic: An Example Trivariate GARCH-in-Mean Program for EViews 6.0
- Replies: 9
- Views: 51872
Re: An Example Trivariate GARCH-in-Mean Program for EViews 6.0
Hello sir, I have used the program that you have posted to run GARCH BEKK in Eviews 10, however when i estimate the system i get the error message "!MLOG2PI is not defined in "LOGL = -0.5*(!MLOG2PI +(INVH1*SQRES1+INVH4*SQRES2+INVH6*SQRES3+2*INVH2*RES1RES"
Kindly help me
Kindly help me