Search found 5 matches
- Mon Jun 10, 2013 10:53 am
- Forum: Econometric Discussions
- Topic: Structural Break and Cointegration
- Replies: 1
- Views: 2387
Structural Break and Cointegration
Hi, I'm analyzing the sustainability of the current account of Peru through the cointegration method of Engle and Granger and Johansen. Measuring long-term relationship between imports and exports. I have found structural break in the series of imports, how I can fix it? Without correcting for break...
- Mon May 06, 2013 1:21 pm
- Forum: Programming
- Topic: Montecarlo Simulation
- Replies: 1
- Views: 2625
Montecarlo Simulation
Hello, I'm doing a Montecarlo Simulation, and I have to enter different sample sizes for my wf. The largest sample size is 10,000. I start my program setting my worfile like this: wf u 10000 But I have to test samples of this size, n = {100,500,1000, 10000} , so I'm generating series with 10000 valu...
- Sun May 05, 2013 3:29 pm
- Forum: Estimation
- Topic: Overflow error urgent
- Replies: 5
- Views: 3877
Re: Overflow error urgent
Thanks! I'm going to update it and see
- Sun May 05, 2013 2:53 pm
- Forum: Estimation
- Topic: Overflow error urgent
- Replies: 5
- Views: 3877
Re: Overflow error urgent
We're using eviews 7 and the build date is Dec 4 2009
- Sat May 04, 2013 8:21 pm
- Forum: Estimation
- Topic: Overflow error urgent
- Replies: 5
- Views: 3877
Overflow error urgent
Hello,
When I ran my program it appears an overflow error in my GARCH especification when my number of observations are 10,000. My equation for conditional variance appears with this error. I'm doing a montecarlo simulation. How can I correct this error?
Thanks,
When I ran my program it appears an overflow error in my GARCH especification when my number of observations are 10,000. My equation for conditional variance appears with this error. I'm doing a montecarlo simulation. How can I correct this error?
Thanks,
