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- Mon Feb 28, 2011 1:59 pm
- Forum: Estimation
- Topic: HOW TO ESTIMATE A MULTIVARIATE GARCH-M MODEL?
- Replies: 58
- Views: 108576
Re: HOW TO ESTIMATE A MULTIVARIATE GARCH-M MODEL?
Dear All, While this is a slight detour from the intended topic of this thread i would like to ask some help with respect to my Bivariate EGARCH code. I keep getting the error message : "missing values in @LOGL series at current coefficients at observation 4/07/1983 in "DO_BV_EGARCH.ML(SHO...