Overflow in Egarch Estimation
Posted: Tue Sep 14, 2010 5:39 pm
Hi,
I am using Eviews 7 and I have encounter the "Overflow" message in my EGARCH estimation process. The strange part about it is that when I run the observations from 1997m01 to 2007m02 (or period shorter than this), the egarch estimation is just fine. However, when I add in one more observation (1997m01 to 2007m03), the Overflow message appeared. And, when I add in two more observations (1997m01 to 2007m05), the estimation process was just fine.
Any idea on the problem of Overflow?
I am using Eviews 7 and I have encounter the "Overflow" message in my EGARCH estimation process. The strange part about it is that when I run the observations from 1997m01 to 2007m02 (or period shorter than this), the egarch estimation is just fine. However, when I add in one more observation (1997m01 to 2007m03), the Overflow message appeared. And, when I add in two more observations (1997m01 to 2007m05), the estimation process was just fine.
Any idea on the problem of Overflow?