Hello, I am trying to estimate the EGARCH on many time series using the
code below. Setting solver = "solnp" produces a lot of warnings().
Setting solver = "gosolnp" works perfectly but I get different parameter
estimates if I change rseed = in the solver.control list. Is there any way
to make the "gosolnp" estimates less sensitive to the rseed = value? In
other words, can I change some setting so that the "gosolnp" estimates do
not vary much based on different rseed = values? Lastly, if I only care
about the parameter estimates (not the standard errors), can I just safely
ignore the warnings() and just use solver = "solnp"? Thank you.