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- 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...
