General BEKK model
Posted: Wed Jan 16, 2013 4:03 pm
Hi,
I need to use the general BEKK model, but as I know, EViews can only esitimate the diagonal BEKK model, does anyone know it is possible to use EViews to esitimate the general BEKK model (including the off-diagonal elements)? Thank you very much.
I need to use the general BEKK model, but as I know, EViews can only esitimate the diagonal BEKK model, does anyone know it is possible to use EViews to esitimate the general BEKK model (including the off-diagonal elements)? Thank you very much.