Problem with estimation on simulated data
Posted: Thu Jun 28, 2007 8:26 amCould you help me? I’ve generated about 260 observations (stoch_simul). After that I tried to estimate model using this data. But the results are strange. T-statistics are extremely large (more than 10000). What could be the reason of it?
Problems of optimization algorithm is unlikely (optimization starts from real value of all parameters except measurement errors). Boundary should not be problem as I understand.
Problems of optimization algorithm is unlikely (optimization starts from real value of all parameters except measurement errors). Boundary should not be problem as I understand.