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st: getting intermediate output from arch


From   Jean.Imbs@unil.ch
To   statalist@hsphsun2.harvard.edu
Subject   st: getting intermediate output from arch
Date   Mon, 27 Mar 2006 17:26:59 +0100

I am running an arch-in-mean estimation involving an enormous varcov matrix.

xi: arch rva compadv i.ctry i.isic, bhhh archm arch(1) constraints(1) het(code1-code414)

where constraint define 1 [ARCH]_b[L.arch] = 0

Everything runs smoothly, except that - as often with arch - convergence takes a million years. 
In more than one cases, I actually end up having "backed up" likelihood, over and over again, and no convergence. 
Is there a way of extracting the intermediate coefficient estimates that correspond to a (non converged) likelihood value?


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