bivariate GARCH with variance regressor
Posted: Tue Feb 09, 2010 11:34 am
hi:
i am struggling with bivariate GARCH estimation and really NEED help please!!
i use eviews 6 which works very well as estimating multivariate GARCH in a system, but when i add one or two variables as variance regressors, no std error and p value are reported, I am very confused about the results, can anybody tell me where the problem is?
appreciate very much!!
i am struggling with bivariate GARCH estimation and really NEED help please!!
i use eviews 6 which works very well as estimating multivariate GARCH in a system, but when i add one or two variables as variance regressors, no std error and p value are reported, I am very confused about the results, can anybody tell me where the problem is?
appreciate very much!!