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How can be estimated a bivariate GARCH-M in Eviews 5?

Posted: Mon May 10, 2010 12:04 am
by georgiana.b
Hi,
1.It's the first time when I used programming for Eviews,which are all the step that I should follow to obtain the result?I've read another post on the forum about bivariate GARCH-M but is for eviews 7 and I needed for eviews 5,what should I change?
2.Do you know something about how I can create an response function if have the equation?
I will attach a folder with equations.

Please,help me!!!!
Thank you
GH.docx

Re: How can be estimated a bivariate GARCH-M in Eviews 5?

Posted: Mon May 10, 2010 10:10 am
by EViews Glenn
Not at the moment, at least not without computing it yourself...