Beer Pruijt

Last seen: 4 years 前 | 自 2019 起处于活动状态

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GARCH estimation error: Lower bound constraints are active; standard errors may be inaccurate.
In estimating the parameters of GARCH models with P or Q larger than 1, the garch(), estimate() functions give outputs I don't u...

5 years 前 | 1 个回答 | 0

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