How to estimate a VAR-GARCH model using EVIEWS?

For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

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eirini
Posts: 12
Joined: Tue Dec 08, 2015 10:43 am

How to estimate a VAR-GARCH model using EVIEWS?

Postby eirini » Tue Dec 08, 2015 10:55 am

Hello, i would like to estimate a VAR-GARCH model but i need some help. Is there any special code and how the results can be interpreted?
Thank you.
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EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13603
Joined: Tue Sep 16, 2008 5:38 pm

Re: How to estimate a VAR-GARCH model using EVIEWS?

Postby EViews Gareth » Tue Dec 08, 2015 10:58 am

There is nothing built in that will estimate a VAR-GARCH model.
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trubador
Did you use forum search?
Posts: 1520
Joined: Thu Nov 20, 2008 12:04 pm

Re: How to estimate a VAR-GARCH model using EVIEWS?

Postby trubador » Thu Dec 10, 2015 4:12 am

http://forums.eviews.com/viewtopic.php?f=4&t=11779
http://forums.eviews.com/viewtopic.php?f=4&t=9476
http://forums.eviews.com/viewtopic.php?f=4&t=1298
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