EViews.com

Dear there;

My question is simple, is there any written code for applying the DIAGONAL version of ADCC-GARCH in EViews.. I am here asking about the DIAGONAL and not the scalar, becasue I already used the add-in toolbox for the scalar one and want to additionaly employ the DIAGONAL as a robustness check.

Best,
Abdelrazzaq

I guess, it is more professional when you see the post, then you must advice,

I cannot believe that nobody knows the answer.....