Dear all,
Please, if an estimation of a model (GARCH) specifically using the rugarch package in R, results in a situation whereby the best fit model based on the max. log likelihood and mininum AIC among other models has an insignificant estimate for one of its parameters; can we refer to this model among the other models as best fit models ie the model that best fit the data.
Hope to hearing from you all.
Kind regards
Papa
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