EViews.com

Hello

I am currently using EViews 13 and would like to know if there is a native feature in EViews 14 that allows for the direct estimation of a VECM-MGARCH(1,1), particularly in configurations such as DCC-GARCH or CCC-GARCH.

If this type of modeling is not natively supported, could you please advise whether it is possible to program it manually in EViews (either version 13 or 14 if necessary), or if there are any recommended scripts or methods available for this type of analysis?

Thank you in advance for your assistance.

Best regards,
Bob

There is nothing built in. I think it is probably fairly straight forward to program manually, but I'm not aware of any scripts that do so.

ok thanks