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Hello mectricsdonk; I am trying to estimate Realized GARCH for a long time , however I have some problems with the code. Your code is working well with your data. But, when I estimate it using my data, standard error and t values are Non-available (NA). I explored the causes of this problem and I th...

Hi mectricsdonk ,

I am currently working on Realized GARCH model, I need some codes about it. I wonder you have codes or adjust your code which you attached here? Because likelihood value is positive. Be grateful if you share your codes with me.

Hi, ı need Breuch Pagan LM test code. When I run code above, eviews gives this error.
!N is not defined or is an illegal command in "!N=E1.QNCROSS"
How can ı run this program? Would you please help me?

Thanks