bivariate GARCH with variance regressor

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dakini
Posts: 5
Joined: Tue Feb 02, 2010 3:55 pm

bivariate GARCH with variance regressor

Postby dakini » Tue Feb 09, 2010 11:34 am

hi:

i am struggling with bivariate GARCH estimation and really NEED help please!!

i use eviews 6 which works very well as estimating multivariate GARCH in a system, but when i add one or two variables as variance regressors, no std error and p value are reported, I am very confused about the results, can anybody tell me where the problem is?

appreciate very much!!

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