Search found 5 matches

by econometrics_up
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...
by econometrics_up
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...
by econometrics_up
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
by econometrics_up
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
by econometrics_up
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,

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