Hallo together,
I am trying to use the nmkb() optimizer and I have problems using the
function, as it causes the following error message
Fehler (error)* in while (nf < maxfeval & restarts < restarts.max & dist >
ftol & :
Fehlender Wert (missing value)* , wo (where)* TRUE/FALSE nötig ist (is
req
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 an
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