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