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- Thu Jul 01, 2010 11:41 pm
- Forum: Programming
- Topic: Can anybody help me with MGARCH (full BEKK model)??
- Replies: 3
- Views: 7432
Re: Can anybody help me with MGARCH (full BEKK model)??
I have the same problem. Need to estimate a VECM-full BEKK Mgarch model. Unfortunately there exists only the possibility to do a diagonal BEKK in Eviews. Maybe someone has a code for estimating the full BEKK version. I highly appreciate every reply