Search found 1 match
- Sat Mar 31, 2012 3:03 am
- Forum: Estimation
- Topic: How to restrict parameter in MultivariateGARCH?
- Replies: 0
- Views: 1620
How to restrict parameter in MultivariateGARCH?
Hi:) I wanna know how to restrict parameter matrices when I estimate Multivariate GARCH Models. Usually I make system and then make GARCH estimation in the dialog. When can I set up parameter matrix restriction? What I wanna especially make is lower triangular matrix estimation in GARCH term. Please...
