garch estimation

[Nau2306]

Hello

I would like to know what is the difference between garch estimation in eviews 6 and eviews 7? Why don't they produce the same result?

Thanks

[EViews Gareth]

Could you be more specific?

[Nau2306]

When I am estimating the garch model using the same sample data on eviews 6 and eviews 7, the estimation result is different. Why is it so?

[EViews Gareth]

Please provide the workfile and the exact equation specification you used, plus the build dates of your copies of EViews 6 and 7.

[Nau2306]

Here is the workfile, and the specification is

mean : returns c ar(1)
arch - m : stdev
model : garch(1,1)
error distribution: GED
max iterations set to 10000

Build date of eviews 6 : Jun 3 2008
I will be able to provide you with the build date of eviews 7 in 2 day's time but I would like to know if it is normal that the estimation result is different or should it be the same?

Thanks

[Nau2306]

Sorry for late reply

The build date of eviews 7 : 7 Jan 2010

Could you please look into the matter and let me know asap

Thanks

[EViews Gareth]

Update both to the latest version of each - both are massively out of date.
http://www.eviews.com/download/download.html