bhhh optimization change?

[rousing]

Hi

We recently upgraded to Eviews 8 (from Eviews 7) and I have the Sept patch installed. After the upgrade I am experiencing a very large number of "near singular matrix" error messages when using the bhhh optimization algorithm in the arch estimation. For instance, if just taking log changes of equity indices like sp500 or nasdaq this results in an error message.

Thank you in advance for your assistance.

Best regards
Rasmus Rousing

[EViews Chris]

Would you be able to email a workfile to support@eviews.com that behaves differently under v7 and v8?

We'd be happy to look over any differences.

Thanks,

Chris