AFAIK you cannot initialize an empty multi-dimensional array. and you cannot ReDim it either as ReDim only accepts 1 parameter.
You could use a single array to do the same job though. You just have to manage the array yourself.
e.g.
Sub Main
Dim MultiArray() As Integer
Dim I As Integer, J As Integer
Dim Dim1 As Integer, Dim2 As Integer
Dim1 = 3
Dim2 = 3
Call ReDimArray(MultiArray(), Dim1, Dim2)
For I = 0 To 3
For J = 0 To 3
Call SetArray(MultiArray, I, J, I + J)
Print GetArray(MultiArray, I, J)
Next J
Next I
End Sub
Function ReDimArray(ByRef MultiArray() As Integer, dim1 As Integer, dim2 As Integer)
ReDim MultiArray(dim1 * dim2)
End Function
Function SetArray(ByRef MultiArray() As Integer, dim1 As Integer, dim2 As Integer, value As Integer)
MultiArray(dim1 * dim2) = value
End Function
Function GetArray(ByRef MultiArray() As Integer, dim1 As Integer, dim2 As Integer) As Integer
GetArray = MultiArray(dim1 * dim2)
End Function