hi everyone,
basically I estimated two steps trivariate VECM/VAR and BEKK GARCH. I estimated the VAR first, and then taking the residuals, and using them as inputs for trivariate BEKK
I modified the diagonal BEKK code in E-views to make it full BEKK
running the code though I keep getting the missing logl values error
I dont know whats wrong with my code
Pleas take a look and help
thank you
trivariate garch estimation
Moderators: EViews Gareth, EViews Moderator
trivariate garch estimation
Last edited by vxgo on Sun Nov 14, 2010 9:47 am, edited 1 time in total.
Re: trivariate garch estimation
problem solved
some typos I made when modifying the program
should have checked before posting
apologies
thank you
some typos I made when modifying the program
should have checked before posting
apologies
thank you
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