VAR-GARCH Model

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unimaas09
Posts: 1
Joined: Tue Jul 13, 2010 2:35 am

VAR-GARCH Model

Postby unimaas09 » Tue Jul 13, 2010 2:57 am

Dear Eviews users,

I am trying to estimate a VAR(1)-GARCH(1,1) model but struggle in implementing it. I do have a RATS code for this though. Does anyone have any experience in programing these kind of models?

Many thanks in advance!

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