Could 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.
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Problem with estimation on simulated data
by glucke » Thu Jun 28, 2007 8:26 am
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Sorry for my English. I'm from Russia.
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by MichelJuillard » Sat Jul 28, 2007 10:02 am
I can't get the optimization going with mode_compute=3 and the results are meaningless.
Best
Michel
Best
Michel
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