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overflow error in GMM
Posted: Wed Oct 19, 2011 7:53 am
by smseco
The "overflow" error occurred when i tried to perform a GMM estimation of a nonlinear equation. (I am using eviews7)
What it means?
Re: overflow error in GMM
Posted: Wed Oct 19, 2011 8:07 am
by startz
The first thing it means is that you should be sure your copy of EViews is uptodate.
Re: overflow error in GMM
Posted: Fri May 11, 2012 10:43 am
by mary-perfect
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.
Re: overflow error in GMM
Posted: Fri May 11, 2012 10:46 am
by startz
This can happen in a nonlinear estimation. About the best you can do may be to change the starting values for the parameters.
Re: overflow error in GMM
Posted: Fri May 11, 2012 11:20 am
by mary-perfect
Could you, please, specify what starting values could be changed?
Re: overflow error in GMM
Posted: Fri May 11, 2012 11:26 am
by startz
EViews begins a nonlinear estimation with whatever values are in the c vector.