Search found 5 matches

by beniam
Sun Sep 02, 2012 6:57 pm
Forum: Programming
Topic: Likelihood ratio test
Replies: 4
Views: 3960

Re: Likelihood ratio test

Could you be more specific? What do you mean "did not yield any result"? Were the scalars created? Gareth, I saw this post only after I posted mine in a different string. I thought I may post here as well in case other users face similar issues in the future. In my case, E-views sends an ...
by beniam
Sun Sep 02, 2012 6:51 pm
Forum: Estimation
Topic: Maximum likelihood estimation
Replies: 5
Views: 6359

Re: Maximum likelihood estimation

Hi, I have succesfuly estimated two non-linear nested models using the Logl object and I wanted to apply the log likelihood ratio test. I have entered the following code in to the comand bar; scalar lr = -2*(CKLS.@logl - Vasicek.@logl) scalar q =1 scalar lr_pval = 1 - @cchisq(lr,q) Where "Ckls&...
by beniam
Fri Aug 31, 2012 9:13 am
Forum: Estimation
Topic: Maximum likelihood estimation
Replies: 5
Views: 6359

Re: Maximum likelihood estimation

You need to find starting values for which the expression:
error=r3m-exp(c(2))*(lagr3m)-(c(1)/c(2))*(exp(c(2))-1)
does not result in an NA
Thank you indeed for the help!
by beniam
Tue Aug 28, 2012 8:22 am
Forum: Estimation
Topic: Maximum likelihood estimation
Replies: 5
Views: 6359

Re: Maximum likelihood estimation

What starting values are you using?
Gareth, Thank you so much for your replay. I am using known values from previous estimations (by other study) but I have even arbitrarily set the coefficients and none of it seems working. I appreciate your help very much!
Beniam
by beniam
Tue Aug 28, 2012 1:46 am
Forum: Estimation
Topic: Maximum likelihood estimation
Replies: 5
Views: 6359

Maximum likelihood estimation

I desperately need some assistance on the Likelihood Estimation Problem that I am encountering while etimating a 3 month interet rate uing an interest rate model. I am using EVIEWS 7, Version 7.2. The logl specification is as shown below. 'ckls Model @logl logl1 @byeqn '@param c(1) 0.002 c(2) -0.027...

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