Use the "RSiteSearch" function in R; the question itself has been
addressed a few times before in this forum. Please see, for instance,
the "mgarchBEKK" package.

On Thu, 2010-04-15 at 16:06 +0800, 五月河 wrote:

> dear all!
> I want to know which package can be used to estimate BEKK model?Where can I find and download it? And how to do LR test about coefficient with BEKK model?
> Thank you!
> 
> 
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