EViews.com • How to estimate a VAR-GARCH model using EVIEWS?

Page 1 of 1

How to estimate a VAR-GARCH model using EVIEWS?

Posted: Tue Dec 08, 2015 10:55 am

by eirini

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.

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

Posted: Tue Dec 08, 2015 10:58 am

by EViews Gareth

There is nothing built in that will estimate a VAR-GARCH model.

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

Posted: Thu Dec 10, 2015 4:12 am

by trubador

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