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set the sigma values to 1000 and it'll run

Thanks for the help, it does work!

Check your starting values for the parameters.

Starting values are set to 0, but the problem remains if I set them to 1, 10, or any other number.

Thank you for the answer. However, I've followed your advice but then I've encountered a problem. When I want to estimate a LogL object I get the message "Missing values in @logl series at current coefficients at observation....." . I've checked all series and none of them have NA in the s...

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