Search found 3 matches

by jill_lr
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 ...
by jill_lr
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/...
by jill_lr
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 =...

Go to advanced search