Estimating bivariate_egarch_m

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serkan
Posts: 3
Joined: Mon Dec 24, 2018 8:08 am

Estimating bivariate_egarch_m

Postby serkan » Wed Oct 14, 2020 3:11 pm

Hello,

I have some trouble with bivariate egarch-m modeling. I am trying to estimate a bivariate-egarch-in-mean for some countries and having a failure code "Missing values in @LOGL series at current coefficients at observation 2009M03 in "DO_ BV_EGARCH_M.ML (SHOWOPTS, M=100, C=1E-5)". Although I change the s1, I am still having the same failure. I need some help, please. The files are attached.

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Attachments
bv_egarch_m.prg
(5.74 KiB) Downloaded 2 times
data_sample.wf1
(24.46 KiB) Downloaded 6 times

serkan
Posts: 3
Joined: Mon Dec 24, 2018 8:08 am

Re: Estimating bivariate_egarch_m

Postby serkan » Fri Oct 16, 2020 12:42 pm

Isn't there anyone who can help me?:(


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