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- Wed Oct 29, 2008 3:06 am
- Forum: Programming
- Topic: Error message in the bv_garch.prg
- Replies: 1
- Views: 6995
Error message in the bv_garch.prg
Hi there , I am try to use the example program on the web call bv_garch.prg to run the BEKK Garch estimation for two series stock and bonds. When execute the program it gives me error message: saying " ARCH estimation must have continous sample". I don't undestand what it means, since the ...