Specifying covariance structure

[ajuliana]

Hi,
I am working on a monte carlo simulation and need to draw two random variables with a multivariate normal distribution and a specific variance/covariance. These are error terms (epsilon1, epsilon2) and are being used to specify correlation across two equations to be estimated with SUR and with GMM. The errors will have 0 mean, and covariance: (1 .10 \ .10 1) I cannot find a command in the users manual that seems to help with what I would like to do.
Thanks in advance,
Anthony

[EViews Gareth]

http://forums.eviews.com/viewtopic.php?f=15&t=10483