multivariate garch ccc open code in eviews

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ayca79
Posts: 16
Joined: Thu Mar 05, 2015 4:20 am

multivariate garch ccc open code in eviews

Postby ayca79 » Thu Mar 05, 2015 4:26 am

Dear friends,

I need the code for mgarch ccc in eviews. It is in the menu of Eviews7. But I need the open codes.

Thank you very much,

Kindest Regards,
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trubador
Did you use forum search?
Posts: 1520
Joined: Thu Nov 20, 2008 12:04 pm

Re: multivariate garch ccc open code in eviews

Postby trubador » Thu Mar 05, 2015 7:30 am

Those codes are not open to users. You'll have to write your own procedure. LogL object will be useful in that respect. And there are plenty of examples regarding the coding of MGARCH models in EViews.
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