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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