How to restrict parameter in MultivariateGARCH?

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aredrum
Posts: 1
Joined: Sat Mar 31, 2012 2:47 am

How to restrict parameter in MultivariateGARCH?

Postby aredrum » Sat Mar 31, 2012 3:03 am

Hi:)

I wanna know how to restrict parameter matrices when I estimate Multivariate GARCH Models.
Usually I make system and then make GARCH estimation in the dialog.
When can I set up parameter matrix restriction?
What I wanna especially make is lower triangular matrix estimation in GARCH term.

Please help me out someone!
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