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Is it possible to run BEKK-GARCH in Stata? mgarch is of a different model type and google provide me with no good hints.

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I don't think that it is posible to fit a BEKK in Stata, i'm not sure if you are familiar with R but with the package MTS you can fit a BEKK(1,1), it takes some time to run, i would suggest that you consider a CC-GARCH wich can be estimated in Stata and in R with ccgarch or a DCC that is also posible in both programs

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