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by aredrum
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...

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