EViews.com

Hi, I'm trying to develop a multivariate VAR-GARCH model with BEKK representation. Eviews 7 only has a restricted version. Is there a way to program this? I have five variables: dgrk, dire, dpor, dspn, and dger. Can someone post the code for this if this is possible? I would need the VAR equation as...

Hi, I'm trying to create a VAR GARCH-M with BEKK representation; however, I've been unsuccessful. I'm unable to get the "in-mean" option added to my equation; being it does not exist if you are using an system. Here's my steps: 1. I first developed the mean equation, VAR. 2. I specified it...