bekk parameters

[luxu1983]

dear
in the bekk model ,the parameters can not be interpreted on an individual basis
the functions of the parameters form the coeffecient of lagged variance ,covariance..
how to calculate the standard error of function of estimated coefficients using RATS?

[TomDoan]

SUMMARIZE can compute standard errors of arbitrary functions of parameters using the delta method.

[luxu1983]

thank you very much

[myousefi1360]

how can i use SUMMARIZE command as input command to my estimation.
i entered SUMMARIZE after the estimation of bivariate BEKK GARCH (1,1) but i did not get any output. how can i apply this command to get coefficent of variables in each variation equation?

[vinayadhikari]

I have the exact same question. My adviser told me that I don't have to worry about interpreting the coefficients. Rather, I should interpret the impulse response. I would be grateful if you could elaborate both on how to get the impulse responses and how to implement the SUMMARIZE command.

One example code will probably be sufficient. Thanks.