Bivariate Egarch(1,1) estimation help

For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

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bilal
Posts: 8
Joined: Sat Jun 16, 2012 1:32 am

Bivariate Egarch(1,1) estimation help

Postby bilal » Sat Jun 16, 2012 1:50 am

Hello

i have been searching on internet a lot about the estimation of bivariate Egarch(1,1) but i couldn't locate any help to calculate it , even i couldn't found anything in this forum which can help all those who are using Eviews and trying to estimate BV-Egarch.

i would request Eviews Programmers and the Team that kindly upload any code for Bv-Egarch so that we can modify it an use it for our requirement.

i have been trying to estimate Volatility spillover between stock market and foreign exchange market. for which i need bivariate Egarch code.

kindly help me and help many others who are also searching for the same thing.

bilal
Posts: 8
Joined: Sat Jun 16, 2012 1:32 am

Re: Bivariate Egarch(1,1) estimation help

Postby bilal » Sat Jun 16, 2012 2:19 am

Image

These are the two equations to be estimated.
S_t = Stock index
E_t = Exchange rates

Egarch(1,1) is used .

kindly anyone mention the steps of how to estimate this, because i couldn't find many pre-installed program for the Bivariate egarch. in eviews

bilal
Posts: 8
Joined: Sat Jun 16, 2012 1:32 am

Re: Bivariate Egarch(1,1) estimation help

Postby bilal » Wed Jun 20, 2012 12:36 pm

MR Eviews Grath, kindly help me please ... you are replying to other posts but you are not even trying to help me at all. please reply me at least i have searched everything but couldn't find right program or help from anyways. kindly help me somewhat!

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: Bivariate Egarch(1,1) estimation help

Postby EViews Gareth » Wed Jun 20, 2012 12:55 pm

Unfortunately we do not offer a program writing service.

startz
Non-normality and collinearity are NOT problems!
Posts: 3798
Joined: Wed Sep 17, 2008 2:25 pm

Bivariate Egarch(1,1) estimation help

Postby startz » Wed Jun 20, 2012 1:41 pm

You might contact Timberlake associates, which can do this sort of work for an appropriate fee.


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