General BEKK model

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liyanan
Posts: 3
Joined: Wed Jan 16, 2013 3:44 pm

General BEKK model

Postby liyanan » Wed Jan 16, 2013 4:03 pm

Hi,
I need to use the general BEKK model, but as I know, EViews can only esitimate the diagonal BEKK model, does anyone know it is possible to use EViews to esitimate the general BEKK model (including the off-diagonal elements)? Thank you very much.
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