Dear all, I have a daily date for 1283 companies listed in Tokyo Stock Exchange. My data covers the periods 1990-2002. I need to write an EVIEWS programme in order to run the E-GARCH (1.1) IN MEAN. My variables are: X the independent variable, which is the closing price for the market index. The dependent variables are: (closing prices for the companies) Y1, Y2, Y3 Y1283. I need to run the E-GARCH (1.1) IN MEAN model 1283 times for each year; I have 13years and 1283 company. The dependent variables are Y1, Y2, Y3 Y1283 and the independent variable is X. I need to have the coefficient of E-GARCH (1.1) IN MEAN, and the BETA coefficient in separate columns for all the companies. I can either run the model for all the companies once or separating them in different groups, and then to run the programme several times. Is there any mailing list for the EViews users? Thank you for your kindly co-operation and I am looking forward to hearing from you. Yours sincerely, Haitham Nobanee