Name: Anonymous 2009-09-17 6:09
Hi
i estimated some egarch and aparch models using the built in log likelihood estimation routine from eviews. i noticed that the estimatet parameters react very sensitive to different starting values. so i chose the specification with the highest log likelihood value. amidoinitrite?
what do you think of eviews (6.0) accuracy in general?
i estimated some egarch and aparch models using the built in log likelihood estimation routine from eviews. i noticed that the estimatet parameters react very sensitive to different starting values. so i chose the specification with the highest log likelihood value. amidoinitrite?
what do you think of eviews (6.0) accuracy in general?