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- Mon Apr 05, 2010 6:00 am
- Forum: Estimation
- Topic: Bivariate Error Correction Model (ECM) with GARCH error
- Replies: 3
- Views: 9734
Re: Bivariate Error Correction Model (ECM) with GARCH error
This was amazing whoever figured this out but has anyone figured out how to get a dummy variable into the varcov matrix... i know how to put a variable into the varcov matrix but it will not let me multiply it by the varcov matrix (M) it gives me B*dummy and i have no idea how to change what it is d...