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- Fri Jan 02, 2015 2:03 pm
- Forum: Programming
- Topic: Constraint on dependent variable in log-likelihood estimatio
- Replies: 4
- Views: 7045
Constraint on dependent variable in log-likelihood estimatio
Hi! I was computing a garch-in-mean model, so I have 2 equations: one for mean to obtain residuals (res) and another for variance (sig2). The problem is that the model computes negative variance at some points and therefore I cannot take a square root of it. So my question is how to put a non-negati...