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by manfrycar
Wed Oct 12, 2016 8:08 am
Forum: Estimation
Topic: Unrestricted BEKK GARCH
Replies: 0
Views: 11695

Unrestricted BEKK GARCH

Hi all, I've searched for a solution in many posts but I could not find it. I really need to solve this issue in order to finish my final dissertation. I'm trying to run a bivariate BEKK GARCH with volatility spillovers. But, this error message appears: Missing values in @LOGL series at current coef...

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