[Gretl-users] missing time series model in my gretl

[Allin Cottrell]

On Tue, 24 Jun 2008, Yifei Pei wrote:

> I am sorry to bother you. But it is the first time i am using 
> gretl, and I am in a hurry to finish a task. So i am wondering 
> the way it deals with garch model. Say I want to do a Egarch or 
> GJR-garch, and i also want to include a regressor in the 
> vairance process. Can gretl do that? 

That's work in progress, but not yet.

Allin Cottrell