problem solved
some typos I made when modifying the program
should have checked before posting
apologies
thank you
Search found 2 matches
- Sun Nov 14, 2010 9:46 am
- Forum: Estimation
- Topic: trivariate garch estimation
- Replies: 1
- Views: 3206
- Fri Nov 12, 2010 11:45 pm
- Forum: Estimation
- Topic: trivariate garch estimation
- Replies: 1
- Views: 3206
trivariate garch estimation
hi everyone, basically I estimated two steps trivariate VECM/VAR and BEKK GARCH. I estimated the VAR first, and then taking the residuals, and using them as inputs for trivariate BEKK I modified the diagonal BEKK code in E-views to make it full BEKK running the code though I keep getting the missing...