Geweke convergence test (1992)

Estimation ML/Bayesian estimation
1

Hello everyone

I have a question related to convergence problem

I use Geweke (1992) test to detect the convergence problem

Acordingly, all most estimated parameters have no convergence problem at the significant level of 5 percent

except the paramter (rhozetah), which is highlighted in the file Geweke.pdf (176.3 KB)
In particular, its p value at 15% Taper is 0.01. So that May I conclude that this parameter (rhozetah) has no convergence problem at the significant level of 1 %?

With best wishes

2

That parameter looks problematic. Have a look at the trace_plot for it.