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dear
in mgarch estimation, maximum likelihood estimation is sensitive to initial value
how to set the "right " initial value to get the "right" estimation results

luxu1983 wrote:dear
in mgarch estimation, maximum likelihood estimation is sensitive to initial value
how to set the "right " initial value to get the "right" estimation results

Experiment. If you're getting converged estimates, but aren't sure you have the global mode, the only way to test that is to try different guess values and see if you end up in the same place.