Hi all,
Again, I got the same message even using Eviews6 for bivariate GARCH: "!MLOG@PI is not defined in LOGL=-5*(!MLOG@PI+.......)"
Can someone help on that? what is happening with this constant adjustment for log likelihood: !mlog2pi = 2*log(2*@acos(-1))?
Search found 2 matches
- Wed Jan 19, 2011 6:55 am
- Forum: Estimation
- Topic: HOW TO ESTIMATE A MULTIVARIATE GARCH-M MODEL?
- Replies: 58
- Views: 108661
- Tue Jan 18, 2011 8:17 pm
- Forum: Estimation
- Topic: HOW TO ESTIMATE A MULTIVARIATE GARCH-M MODEL?
- Replies: 58
- Views: 108661
Re: HOW TO ESTIMATE A MULTIVARIATE GARCH-M MODEL?
Dear Sirs
I was runing a bivariate Garch model and found a problem when on stage "Estimate the model", runing the command:
bvgarch.ml(showopts, m=100, c=1e-5). I got error message: !MLOG2PI is not defined in
"LOGL=-5*(!MLOG2PI+......+LOG(DETH))". I am using eviews 5.
I was runing a bivariate Garch model and found a problem when on stage "Estimate the model", runing the command:
bvgarch.ml(showopts, m=100, c=1e-5). I got error message: !MLOG2PI is not defined in
"LOGL=-5*(!MLOG2PI+......+LOG(DETH))". I am using eviews 5.