Yes, i did. But the "missing value" problem is still there... Anything else i can do to resolve this?Did you try different starting values?
Search found 3 matches
- Tue Dec 27, 2011 6:24 pm
- Forum: Programming
- Topic: sample program of logl
- Replies: 5
- Views: 6325
Re: sample program of logl
- Tue Dec 27, 2011 9:22 am
- Forum: Programming
- Topic: sample program of logl
- Replies: 5
- Views: 6325
Re: sample program of logl
Below is the program which i have modified and there is problem . as the dependent variable changes, problems occur. ' example program for EViews LogL object ' Estimate EGARCH with generalized error distribution (Nelson's specification) ' ' For discussion, see p. 668 of Hamilton, James D. (1994) Ti...
- Tue Dec 27, 2011 9:17 am
- Forum: Programming
- Topic: sample program of logl
- Replies: 5
- Views: 6325
sample program of logl
Hi, Attached are the sample program of logl which derived from EVIEWS. I slightly modified the program and plugged in my data. In brief, i used the daily stock indices from 8 countries to calculate the price and volatility spillover. In EGARCH, it ran pretty well. Problems began to arise in ML. The ...