VAR-GARCH Model
Posted: Tue Jul 13, 2010 2:57 am
Dear Eviews users,
I am trying to estimate a VAR(1)-GARCH(1,1) model but struggle in implementing it. I do have a RATS code for this though. Does anyone have any experience in programing these kind of models?
Many thanks in advance!
I am trying to estimate a VAR(1)-GARCH(1,1) model but struggle in implementing it. I do have a RATS code for this though. Does anyone have any experience in programing these kind of models?
Many thanks in advance!