Estimating a GARCH-M using a GED distribution

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nevjamz
Posts: 2
Joined: Tue May 26, 2009 1:58 pm

Estimating a GARCH-M using a GED distribution

Postby nevjamz » Mon Aug 10, 2009 10:09 am

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
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startz
Non-normality and collinearity are NOT problems!
Posts: 3797
Joined: Wed Sep 17, 2008 2:25 pm

Re: Estimating a GARCH-M using a GED distribution

Postby startz » Mon Aug 10, 2009 10:35 am

You may want to include the equation that's giving you trouble in the workfile.
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EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13600
Joined: Tue Sep 16, 2008 5:38 pm

Re: Estimating a GARCH-M using a GED distribution

Postby EViews Gareth » Mon Aug 10, 2009 10:52 am

Its actually difficult to include the equation in the workfile, since he can't make the equation, since it errors.

What he could do is tell us exactly how the equation is specified though.
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