The "overflow" error occurred when i tried to perform a GMM estimation of a nonlinear equation. (I am using eviews7)
What it means?
overflow error in GMM
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startz
- Non-normality and collinearity are NOT problems!
- Posts: 3797
- Joined: Wed Sep 17, 2008 2:25 pm
Re: overflow error in GMM
The first thing it means is that you should be sure your copy of EViews is uptodate.
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mary-perfect
- Posts: 2
- Joined: Fri May 11, 2012 10:20 am
Re: overflow error in GMM
Good day! I have the same problem with overflow error when trying to estimate a system of 10 nonlinear equations by GMM. Initially it worked well, but then an error occurred and I can do nothing with my investigation. Besides, sometimes the program shows near singular matrix error in the same estimation.
I use Eviews7 and have updated it recently. So, how could I cope with it? Many thanks in advance.
I use Eviews7 and have updated it recently. So, how could I cope with it? Many thanks in advance.
-
startz
- Non-normality and collinearity are NOT problems!
- Posts: 3797
- Joined: Wed Sep 17, 2008 2:25 pm
Re: overflow error in GMM
This can happen in a nonlinear estimation. About the best you can do may be to change the starting values for the parameters.
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mary-perfect
- Posts: 2
- Joined: Fri May 11, 2012 10:20 am
Re: overflow error in GMM
Could you, please, specify what starting values could be changed?
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startz
- Non-normality and collinearity are NOT problems!
- Posts: 3797
- Joined: Wed Sep 17, 2008 2:25 pm
Re: overflow error in GMM
EViews begins a nonlinear estimation with whatever values are in the c vector.
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