[Gretl-users] The constant in the mean equation of ARCH/GARCH

[yinung CYCU]

Jack:

I see and agree. Hopefully and appreciatively if you would also consider
GARCH-in-mean in default GARCH functionality in future versions.

Yi-Nung Yang
Chung Yuan Christian University, Taiwan


2007/10/18, Riccardo (Jack) Lucchetti <r.lucchetti at univpm.it>:
>
>
> However, we're very close to releasing 1.6.6 and I don't think it would be
> wise to embark in such a project right now, also considering that
> substantial enhancements to the garch code are planned for the future
> anyway. Of course, this is open source, so if you feel like writing some C
> code yourself, feel free to ask for help.
>
> In the meantime, if you absolutely need this, you can always use the mle
> command (suboptimal but reliable).
>
>
>
> Riccardo (Jack) Lucchetti
> Dipartimento di Economia
> Università Politecnica delle Marche
>
> r.lucchetti at univpm.it
> http://www.econ.univpm.it/lucchetti
> _______________________________________________
> Gretl-users mailing list
> Gretl-users at lists.wfu.edu
> http://lists.wfu.edu/mailman/listinfo/gretl-users
>
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