Thanks for your response, sir.
I think the first question is clear.
Let me express my second question clearly.
I am trying to estimate multivariate garch models using the full information maximum likelihood method. I am quite familiar with the usage of the single equation type, but not with the system types.
I thought there should be a way of representing the multivariate maximum likelihood in a matrix form for estimation purposes. My major concern is when there are many variables involved, and I believe representing the maximum likelihood in matrix form would make it easy.
I don't know if you understand me better now.
Thanks.