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- Thu Nov 11, 2010 2:20 am
- Forum: Estimation
- Topic: Multivariate GARCH in Eviews 6
- Replies: 0
- Views: 1426
Multivariate GARCH in Eviews 6
Hello everybody, I am running a multivariate Garch with 7 variables on this system of equations NORD = C(11)*NORD(-1) + C(12)*CENTRONORD(-1) + C(13)*SARDEGNA(-1) + C(14)*CENTROSUD(-1) + C(15)*SUD(-1) + C(16)*CALABRIA(-1) + C(17)*SICILIA(-1) + C(18) CENTRONORD =C(21)*NORD(-1) + C(22)*CENTRONORD(-1) +...