... which also gives all standard errors (and z-stats etc) as N/A.
BTW, I have gone through the http://forums.eviews.com/viewtopic.php?f=4&t=4808 and it was very helpful
Search found 2 matches
- Wed Mar 26, 2014 6:21 am
- Forum: Estimation
- Topic: affine and macro affine term structure
- Replies: 1
- Views: 3247
- Wed Mar 26, 2014 6:18 am
- Forum: Estimation
- Topic: affine and macro affine term structure
- Replies: 1
- Views: 3247
affine and macro affine term structure
Hi all I am trying to estimate an affine model for euro (which I plan to extend to macro-affine later on). My code is below. This works and gives sensible outputs. But I get the singular covariance warning. I have tried with a host of starting value (including OLS estimates of the states on starting...