STATA 11 dvech - Eviews program?

[whoami]

Hello:

In STATA 11, there is a new command DVECH that estimates systems of equations with GARCH. Is there any such utility in Eviews? Or should I write my own program such as TVGARCH discussed in the forums?

http://www.stata.com/stata11/mgarch.html

"New estimation command dvech estimates diagonal vech multivariate GARCH models. These models allow the conditional variance matrix of the dependent variables to follow a flexible dynamic structure in which each element of the current conditional variance matrix depends on its own past and on past shocks."

2. I tried to send a personal message to couple of members seeking tips on the above. When I submitted the message, it went to the outbox but not actually sent. How to make sure that the message is sent.

Thank you for your reply.

Subbu

[EViews Gareth]

Diagonal VECH estimation of multivariate GARCH models was added in EViews 6.