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by aia
Wed Feb 01, 2017 10:15 pm
Forum: Econometric Discussions
Topic: CGARCH output with NA
Replies: 0
Views: 5382

CGARCH output with NA

Hi there, trying to run a CGARCH model. I included the regressors used in the mean equation in both the permanent and transitory components but the regression results show NA. Why is that. Appreciate if someone could assist.

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