Search found 5 matches
- Sat Nov 19, 2016 9:31 am
- Forum: Estimation
- Topic: Diebold et al. (2006) - Estimation problem
- Replies: 6
- Views: 5345
- Wed Nov 16, 2016 1:32 pm
- Forum: Estimation
- Topic: Diebold et al. (2006) - Estimation problem
- Replies: 6
- Views: 5345
Re: Diebold et al. (2006) - Estimation problem
So what exactly is the problem regarding the eviews optimization algorithm? I'm using the Marquardt algorithm, with a maximum number of iterations of 500 and a convergence tolerance of 10 E-6. Btw, I'm using Eviews 8.No
- Tue Nov 15, 2016 11:50 am
- Forum: Estimation
- Topic: Diebold et al. (2006) - Estimation problem
- Replies: 6
- Views: 5345
Re: Diebold et al. (2006) - Estimation problem
Sorry, but I didn't understand. My english isn't that great. :) Did you mean that the problem is related with the initial coefficient values?The problem is related to Eviews optimization algorithm, but the initial coefficients values.
- Tue Nov 15, 2016 6:36 am
- Forum: Estimation
- Topic: Diebold et al. (2006) - Estimation problem
- Replies: 6
- Views: 5345
Re: Diebold et al. (2006) - Estimation problem
Just to bring the topic up. Does someone knows how to help me?
Thanks!
Thanks!
- Sun Nov 13, 2016 1:22 pm
- Forum: Estimation
- Topic: Diebold et al. (2006) - Estimation problem
- Replies: 6
- Views: 5345
Diebold et al. (2006) - Estimation problem
Hi guys! I am trying to do a similar stuff as Diebold, Rudebusch and Aruoba (2006) made, but I keep getting an error of: WARNING: Singular covariance - coefficients are not unique . I checked the forum and saw that sometimes it has to be with the initial coefficient values, but I don't know how to d...