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MGARCHM

Posted: Tue Nov 23, 2010 10:02 am
by yaser
hi everybody
I have to estimate a two variable garch in mean system, I have two series of data, Inflation and economic growth.
can anybody tell me how to estimate it step by step using eviews 6.

Re: MGARCHM

Posted: Wed Nov 24, 2010 1:51 am
by trubador
The following code might be useful: http://forums.eviews.com/viewtopic.php?f=4&t=273#p971