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Hi, i´m facing a similar problem like the guys above. Im trying to do a dcc garch to examine the correlation of stock markets from 2000 to 2018. I used my code for another study before without any problems, but this time i always get an "Missing valuesin @LOGL series at current coefficients at ...

Thanks for your fast reply, you´re right i just found this notification: WARNING: Singular covariance - coefficients are not unique Presample variance: backcast (parameter = 0.7) GARCH = C(16) + C(17)*RESID(-1)^2 + C(18)*GARCH(-1) + C(19) *STEP1_RESID(-1)^2 + C(20)*TAP1 + C(21)*TAP2 + C(22)*TAP3 + C...

Hello, i got the same Problem, i´ve been trying to estimate an GARCH Equation with several Dummies for different Events. 'Step2 Estimation USA SingleEvents equation step2single.arch usa_ind c usa_ind(-1) ssr(-1) step1_resid tap1 tap2 tap3 tap4 tap5 tap6 tap7 tap8 tap9 tap10 tap11 @ step1_resid(-1)^2...