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VARMA and McAleer's VARMA-GARCH
Posted: Tue Dec 14, 2010 10:49 am
by hashem
can eviews estimate VARMA and VARMA-GARCH and VARMA-AGARCH models?
Re: VARMA and McAleer's VARMA-GARCH
Posted: Tue Dec 14, 2010 10:58 am
by EViews Gareth
There's nothing built in to do them.
Re: VARMA and McAleer's VARMA-GARCH
Posted: Sat Apr 07, 2012 7:18 pm
by silver
There's nothing built in to do them.
Hi, I have Eviews student version 7.2, still no varma capability? (Tiao & Box 1981; needed for project) . Thx.
VARMA and McAleer's VARMA-GARCH
Posted: Sat Apr 07, 2012 8:07 pm
by EViews Gareth
Indeed