Impulse Response Function is a system (multivariate GARCH)
Posted: Sun Feb 28, 2010 7:12 am
Dear All,
I am estimating multivariate GARCH (BEKK) through the Systems in EViews. Once I have a got the estimates are you aware of a code that can help me get the impulse responses?
thanks
I am estimating multivariate GARCH (BEKK) through the Systems in EViews. Once I have a got the estimates are you aware of a code that can help me get the impulse responses?
thanks