Search found 1 match
- Wed Dec 07, 2011 4:54 pm
- Forum: Estimation
- Topic: question on BEKK estimation with common coefficient
- Replies: 0
- Views: 1359
question on BEKK estimation with common coefficient
Thank you for considering. I have a question on how to use Eviews 7 to do BEEK model I worked in this way, but I do not know whether it is correct. Goal model : y(i)=alpha(i)+ beta1*x(i)+beta2*z(i) I would like to find the common beta1 and beta for different groups of data y1=alpha1+beta1*x1+beta2*z...