Hi all
I have a small problem, im trying to estimate a GARCH-M model using a GED distribution however, i keep on getting a message that says "Near Singular Matrix" (im using EViews 6). Please note im new to EViews :-)
thanx for your help
Search found 2 matches
- Mon Aug 10, 2009 10:09 am
- Forum: Estimation
- Topic: Estimating a GARCH-M using a GED distribution
- Replies: 2
- Views: 4267
- Tue May 26, 2009 2:06 pm
- Forum: Programming
- Topic: modelling volatility using modified garch-m
- Replies: 1
- Views: 3329
modelling volatility using modified garch-m
Hi
does anyone know how to use a garch-m model that caters for skewness (perhaps using a z-distribution)?
regards
nev
does anyone know how to use a garch-m model that caters for skewness (perhaps using a z-distribution)?
regards
nev