Dear Eviews users,
I am trying to estimate a VAR(1)-GARCH(1,1) model but struggle in implementing it. I do have a RATS code for this though. Does anyone have any experience in programing these kind of models?
Many thanks in advance!
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- Tue Jul 13, 2010 2:57 am
- Forum: Programming
- Topic: VAR-GARCH Model
- Replies: 0
- Views: 1696