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Actually help is much needed for this one! If anyone experienced a CCC GARCH model in Eviews, your toughs are welcome! The problem is that with the click and play menu of Eviews 6 we can only specify 1 term of error, and this model requires 2 for proper results! For exemple, if we run the prevous re...

Hunter Simon 2003 Open a new System object Paste: WEEKLYBONDRET_US = C(1) + C(2)*WEEKLYBONDRET_US(-1) + C(3)*WEEKLYBONDRET_GER(-1) + C(4)*YCUS(-1) + C(5)*MARKET_SP(-1) WEEKLYBONDRET_GER = C(6) + C(7)*WEEKLYBONDRET_US(-1) + C(8)*WEEKLYBONDRET_GER(-1) + C(9)*YCGER(-1) + C(10)*MARKET_SP(-1) Set your GA...

Hi all! I hope this post will help the world! We've been over a full time week on this issue and haven't find a solution yet. According to the model joined in the message we are trying to fit a bivariate conditional correlation GARCH(1,1) model (Bollerslev, 1990) through a set of data. The question ...