EViews.com

Hello,
I would like to estimate NGARCH (1.1) model, but I don't know how to proceede:? can anyone help me ?

The equations :
Rt=r+(landa*sigma_t) - (0.5*sigma_t²) + eps
sigmat²=apha0 + alpha1*[eps_t-1-landa*(sigma_t-1)^0.5]² + (beta*sigma_t-1)

Thanks in advance

I tried your code QMS Gareth and I have the same problem: near singular matrix :s
Sorry for the upload, here is the eviews file

I've looked to the topics but I haven't found my answer: I know that there is collinarity, the problem is : I haven't found the collinear variables, the correlation coefficients are <0.7
Please help, I upload the data if someone can help me

Hello, I'm trying to estimate an equation: freq c sex ag1 ag2 ag3 ag4 ag5 ag6 ag7 ag8 ap1 ap2 ap3 ap4 av1 av2 av3 av4 us1 us2 us3 us4 m1 m2 m3 m4 m5 by count method, each of these variables can take 1 or 0, the problem is that I have near singular matrix and I don't know how to resolve it :( , any s...

Thank you very much for your help

Thank you for your reply,
With th multivariate I'm lost , I must enter an equation and I don't know what I must write, if you have any exemples it will be great.
PS : I used to work with Xlstat : no need to enter equation,

Hello,
Please help me, I must do a Poisson+Binomiale negative regression and I don't know how to do it :D