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- Tue Feb 25, 2014 10:13 am
- Forum: Estimation
- Topic: Dynamic conditional correlation multivariate GARCH
- Replies: 77
- Views: 94333
Dear all, I'm a new user and I'm doing a research using DCC Garch. I used the code posted by Hvtcapollo (thanks for your code ^^) and I got an error message. It said that "missing value in @ LOGL series at current coeficients at observations 1980M02 in "Do_DCC.ML(Showopts, M=500,C=1E-5)&qu...