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- Sat Sep 01, 2012 11:12 am
- Forum: Estimation
- Topic: Feeding two equations in Garch - Bekk
- Replies: 0
- Views: 1322
Feeding two equations in Garch - Bekk
Dear All I am trying to implement a paper on bilateral trade flows to exchange rate uncertainty. The paper uses bivariate garch - BEKK model to calculate conditional variances. However, there are three equations given in the paper that are used to estimate the variances. I have never performed Garch...