Structural Equation Modeling - Purdue University

Microfit (and other software) offers you zeros as starting values for these. In practice it is better to choose small positive values. Specify a convergence criteria (usually the software has a default value for this). Maximise the likelihood by iteration until no further improvement in the model coefficients can be obtained (and the convergence criteria in step 4 is met). Asymmetric GARCH ... ................
................

In order to avoid copyright disputes, this page is only a partial summary.

Google Online Preview   Download