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- Tue Oct 21, 2008 11:26 pm
- Forum: Estimation
- Topic: Forecasting with EGARCH-M
- Replies: 1
- Views: 6266
Forecasting with EGARCH-M
I am trying to forecast in and out of sample inflation using a egarch(1,2)-m model. i can forecast using egarch(1,1)-m with no problems but everytime i try the first model i get an "overflow error" pop up. Can anyone help?