I updated my verision of Eviews and now it works. Thank you very much for your answers!
don quixote
Search found 5 matches
- Wed Apr 25, 2012 10:55 am
- Forum: Estimation
- Topic: Singular matrix with diag BEKK estimation
- Replies: 8
- Views: 5856
- Tue Apr 24, 2012 11:46 pm
- Forum: Estimation
- Topic: Singular matrix with diag BEKK estimation
- Replies: 8
- Views: 5856
Re: Singular matrix with diag BEKK estimation
Since i'm using the exact same data as posted in the workfile i guess it must be something with the verision?
Im using Eviews 7.1
don quixote
Im using Eviews 7.1
don quixote
- Tue Apr 24, 2012 2:03 pm
- Forum: Estimation
- Topic: Singular matrix with diag BEKK estimation
- Replies: 8
- Views: 5856
Re: Singular matrix with diag BEKK estimation
Right! And when I create a system with the equations posted above and try to estimate a BEKK, I get "near singular matrix" or "no valid observations..".
Does this imply that something is wrong with my Eviews?
don quixote
Does this imply that something is wrong with my Eviews?
don quixote
- Mon Apr 23, 2012 11:23 pm
- Forum: Estimation
- Topic: Singular matrix with diag BEKK estimation
- Replies: 8
- Views: 5856
Re: Singular matrix with diag BEKK estimation
Thank you very much for your response!
When you estimated the BEKK model, did you go through the same steps as i did or am i doing something wrong?
don quixote
When you estimated the BEKK model, did you go through the same steps as i did or am i doing something wrong?
don quixote
- Mon Apr 23, 2012 1:16 pm
- Forum: Estimation
- Topic: Singular matrix with diag BEKK estimation
- Replies: 8
- Views: 5856
Singular matrix with diag BEKK estimation
Hello! This question regards estimations in Eviews 7. Im currently trying to estimate a diagonal BEKK-model with data consisting of two different financial series. When I run the VAR(1) model and order it by variables i get the following A = C(1)*A(-1) + C(2)*B(-1) + C(3) B = C(4)*A(-1) + C(5)*B(-1)...