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Estimating a GARCH-M using a GED distribution

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Estimating a GARCH-M using a GED distribution

Posted: Mon Aug 10, 2009 10:09 am
by nevjamz
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

Re: Estimating a GARCH-M using a GED distribution

Posted: Mon Aug 10, 2009 10:35 am
by startz
You may want to include the equation that's giving you trouble in the workfile.

Re: Estimating a GARCH-M using a GED distribution

Posted: Mon Aug 10, 2009 10:52 am
by EViews Gareth
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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