Search found 2 matches
- Thu Mar 21, 2013 3:51 am
- Forum: Estimation
- Topic: BEKK starting values
- Replies: 2
- Views: 2240
Re: BEKK starting values
Thank you for your reply. I will try different values.
- Wed Mar 20, 2013 11:38 am
- Forum: Estimation
- Topic: BEKK starting values
- Replies: 2
- Views: 2240
BEKK starting values
Hi, I want to estimate a VAR - BEKK model with two variables and I am confused on the starting values I should use. I see that eviews uses the starting values from an OLS estimation for the mean equation, although I cannot understand what values does it use for the variance equation. I also tried to...