Search found 3 matches

by fuggifuggi
Thu Feb 26, 2009 2:38 am
Forum: Estimation
Topic: Likelihood Estimation problem
Replies: 6
Views: 10277

Re: Likelihood Estimation problem

I know that there is a missing value in the Y series for the first observation, this is because Y derives from the difference between DLDJ and DLMSCI in which there is already a missing value. But I think that this is not the problem because as I told you the first time, even if I change the sample,...
by fuggifuggi
Tue Feb 24, 2009 11:58 am
Forum: Estimation
Topic: Likelihood Estimation problem
Replies: 6
Views: 10277

Re: Likelihood Estimation problem

I'm sorry but I didn't find the error because for example in eps there is only one number...
I attach my data

Thanks
by fuggifuggi
Mon Feb 23, 2009 4:23 pm
Forum: Estimation
Topic: Likelihood Estimation problem
Replies: 6
Views: 10277

Likelihood Estimation problem

Good morning, first of all I'm sorry for my English...I'm Italian so I'm sure that I will do many mistakes, I'm sorry! In my work I have two series: DJ and MSCI with the sample (01/01/1980 - 01/30/2009) . First I have to calculate earnings so I do: - series dldj = dlog(DJ) - series dlmsci = dlog(MSC...

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