How to do the BEKK Garch estimation in Eviews?

[RathChoi]

Hi,
I am new to Eviews and I want to use the BEKK GARCH model to determine the volatility spillovers effect for my Masters dissertation?

I am aware that in Eviews, it has a build in function for diagonal BEKK GARCH model, but I would also need the other components in the matrix,not just diagonal in order to determine the spillovers effect.

Can anyone recommend me how should I do this?

Thank you very much.
Rath

[simlgl]

I am having the same problem. After reading the problems it seems we have to type in the program ourselves, however I have no experience of this. Any help?