Bivariate GARCH (Please 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.

Moderators: EViews Gareth, EViews Moderator

msn5266
Posts: 1
Joined: Thu Jul 30, 2009 9:42 pm

Bivariate GARCH (Please Help)

Postby msn5266 » Thu Jul 30, 2009 10:10 pm

Dear All,
I need some help with coding program for bivariate GARCH. I'm looking in EViews example files for bvgarch and found there is simple example for bivariate GARCH.
I have no idea how to code my model to an EViews program. :? Below is the model I would use in my research with bivariate GARCH.
bvgarch.doc
(31.5 KiB) Downloaded 340 times
I have many variable there, while in the example files there is only y = mu + res and H..
Are there somebody could help me to solve this case. This is my crucial part for finishing my thesis.
Thanks so much.. :)

Return to “Estimation”

Who is online

Users browsing this forum: No registered users and 2 guests