Hi,
Think you for your Ccc code. Is it possible to add var equations to this code?
I need to estimate var-ccc model with exogenous variables in both var and variance type of equations.
Do Eviews can do that?
Think you for your reply,
Joanna
Search found 2 matches
- Tue Jun 18, 2013 5:40 am
- Forum: Estimation
- Topic: Constant conditional correlation bivariate GARCH
- Replies: 6
- Views: 13303
- Tue Jun 18, 2013 5:38 am
- Forum: Programming
- Topic: Var-ccc garch with modified variance equation
- Replies: 0
- Views: 2427
Var-ccc garch with modified variance equation
Dear, I am looking for software which will be useful to calculate Var-Ccc model. I found simple code for Ccc-garch but could you please tel me how can I add var equations to this code? Code for Ccc I've found here: http://forums.eviews.com/viewtopic.php?f=4&t=2223 I need a step by step code beca...