Hello,
I am working on estimation of a CCAPM model with FF25 assets. Can it be that high correlation among FF25 asset returns cause a singularity problem? If you kindly comment on this issue I will greatly appreciate.
Search found 4 matches
- Thu Feb 25, 2010 12:11 am
- Forum: Estimation
- Topic: error message: matrix nearly singular
- Replies: 4
- Views: 3918
- Tue Feb 23, 2010 9:34 am
- Forum: Estimation
- Topic: error message: matrix nearly singular
- Replies: 4
- Views: 3918
Re: error message: matrix nearly singular
Thank you. Would you kindly take a look at the Workfile? We put a reasonably serious amount of work on it.
- Tue Feb 23, 2010 4:26 am
- Forum: Estimation
- Topic: error message: matrix nearly singular
- Replies: 4
- Views: 3918
error message: matrix nearly singular
Hello,
I was trying to replicate some estimation results and got an error message that matrix is nearly singular. What needs to be done?
I was trying to replicate some estimation results and got an error message that matrix is nearly singular. What needs to be done?
- Tue Feb 23, 2010 4:24 am
- Forum: Estimation
- Topic: defining symbolic variables in the system
- Replies: 0
- Views: 1663
defining symbolic variables in the system
Hello, My objective function is rather complicated, and I would like to define a variable that is a function of parameters that I would like to estimate when I define a system. For example, I want to estimate two variables called theta1 and theta2, but since some part of the objective function is wr...