[R] conditional maximum likelihood estimators

Hong Cai Hong.Cai at nhh.no
Fri May 31 15:35:12 CEST 2013


Dear all,

I am a new user of R. I use r to estimate a jump-diffusion AR model.  When I calculate the standard error regarding of the parameters, I get negative variance. Could anyone explain why this happen or Could you give me some help to fix it?

Attachment is the code.
I thank you all in advance.

Best Regards,
Hong Cai


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