Search found 4 matches
- Sat Mar 14, 2015 11:48 am
- Forum: ARCH and GARCH Models
- Topic: VAR GARCH-M Model
- Replies: 26
- Views: 29828
Re: VAR GARCH-M Model
Here's the model that I try to estimate, please can you help me.
- Sat Mar 14, 2015 10:12 am
- Forum: ARCH and GARCH Models
- Topic: VAR GARCH-M Model
- Replies: 26
- Views: 29828
Re: VAR GARCH-M Model
It's not what I mean. I think I don't understand you and you too, may be! Thanks for your response
- Thu Mar 12, 2015 2:09 pm
- Forum: ARCH and GARCH Models
- Topic: VAR GARCH-M Model
- Replies: 26
- Views: 29828
Re: VAR GARCH-M Model
Dear Tom Thank you for some examples you gave me, but I can't distinguish it. So, may you help me write a code in the following instance: My paper presents a model that combines a reduced form vector autoregression for export growth (lnex), foreign income growth (lnfi), and RER (real exchange rate) ...
- Wed Mar 11, 2015 12:27 am
- Forum: ARCH and GARCH Models
- Topic: VAR GARCH-M Model
- Replies: 26
- Views: 29828
VAR GARCH-M Model
Hi Tom
I'm using A Multivariate GARCH-M VAR model, but now I don't know how to write code for it. May you help me, please!
I'm looking foward to hearing from you
I'm using A Multivariate GARCH-M VAR model, but now I don't know how to write code for it. May you help me, please!
I'm looking foward to hearing from you