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multivariate garch ccc open code in eviews

Posted: Thu Mar 05, 2015 4:26 am
by ayca79
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,

Re: multivariate garch ccc open code in eviews

Posted: Thu Mar 05, 2015 7:30 am
by trubador
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.