Search found 3 matches
- Sun May 31, 2015 8:09 am
- Forum: Econometric Discussions
- Topic: Dynamic Factor Model (using the common factor)
- Replies: 0
- Views: 2582
Dynamic Factor Model (using the common factor)
Hello, I have this eviews sspace program. If the question is extract a “common factor” that you can use to capture the movements of the GDP. Estimate only a single factor. Since the “common factor” is available at the monthly data points, while the GDP is define quarterly, use the sum of the common ...
- Tue Jul 08, 2014 11:11 pm
- Forum: Estimation
- Topic: SOS! + or non negative argument to function expected ....
- Replies: 0
- Views: 2205
SOS! + or non negative argument to function expected ....
Hi all, I am getting this error message "positive or non negative argument to function expected in SCALAR LR PVAL..." while running GARCH. Also, my GARCH equation has a message that says "convergence achieved after 1 iteration". Please help! Here are the codes: ' BV_GARCH.PRG (3/...
- Thu Jul 03, 2014 10:32 pm
- Forum: Econometric Discussions
- Topic: unrestricted version of bivariate BEKK of Engle and Kroner
- Replies: 0
- Views: 2278
unrestricted version of bivariate BEKK of Engle and Kroner
i am new to e-views programming and encountering a bug in my program. i am using daily return of stock price and trying to run an unrestricted version of bivariate BEKK with codes below. however, i am getting an error which says "positive or non-negative argument to function in scalar lr_pval =...
