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mle
2012 Nov 04
1
Struggeling with nlminb...
Hallo together,
I am trying to estimate parameters by means of QMLE using the nlminb
optimizer for a tree-structured GARCH model. I face two problems.
First, the optimizer returns error[8] false convergence if I estimate the
functions below. I have estimated the model at first with nlm without any
problems, but then I needed to add some constraints so i choose nl...