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- Tue Sep 24, 2013 7:50 pm
- Forum: Programming
- Topic: MRS-BEKK
- Replies: 1
- Views: 2305
Re: MRS-BEKK
Hi! I need some help to estimate bivariate garch bekk model with off-diagonals. I tried to run the program, but I got only diagonal terms. Based on your post, you already estimated a bivariate and asymmetric VAR-GARCH model with eviews. Can you help me with your program? Thank you in advance for you...