PLease do any one has the VAR GARCH BEKK program under GAUSS
and under Eviews in which version we can estimate it, do Eviews 6 estimated it ?
thank you
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- Thu Oct 04, 2012 4:29 am
- Forum: Estimation
- Topic: VAR GARCH-M with BEKK
- Replies: 7
- Views: 13498