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- Thu Aug 03, 2017 10:25 pm
- Forum: Examples and Sample Code
- Topic: Elder-Serletis(2010) VAR-GARCH-M
- Replies: 87
- Views: 161514
Re: Elder-Serletis(2010) VAR-GARCH-M
Dear Tom, I am new to rats and I am working with the VAR-GARCH-M model promoted by Elder and Serletis. The problem is that when I use trial version 9.2 I can run the programme but when I use the pro 8.0,there is some error. The error is shown below: ## SX11. Identifier %MODELLAGMATRIX is Not Recogni...