WARNING: Singular covariance - coefficients are not unique

For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

Moderators: EViews Gareth, EViews Moderator

Post Reply
sohansust
Posts: 13
Joined: Sat Oct 26, 2013 1:35 am

WARNING: Singular covariance - coefficients are not unique

Postby sohansust » Wed Oct 30, 2013 3:55 am

Dear all,
I am trying to estimate the markov switching model.
But when I run the model I got the error
'WARNING: Singular covariance - coefficients are not unique'
and there is no std error and s-statistic values.
Can somebody help plzzzzzzzz.
thanks
Top
xiaohuishi
Posts: 1
Joined: Tue Mar 16, 2021 8:01 pm

Re: WARNING: Singular covariance - coefficients are not unique

Postby xiaohuishi » Tue Mar 16, 2021 8:03 pm

you may try to set a initial value for your estimation, I've tried and I worked!
Top
Post Reply

Return to “Estimation”

Who is online

Users browsing this forum: No registered users and 2 guests