Re: [Gretl-devel] CVS news
On Mon, 20 Jan 2014, Sven Schreiber wrote:
OTOH there is still special functionality in Jmulti:
* Smooth transition models (STAR) -- anybody knows where to find those
in other software (just out of curiosity, no real need yet)
* unit root tests with trend breaks (probably in CATS)
These two things are perfect candidates for function packages. Again,
that's where the future of gretl lies IMO.
* bivariate GARCH, IIRC (I don't think this is covered by gretl
packages
like gig, no? -- should be in recent Eviews versions I think, and I
guess R?)
I'm working on a multivariate garch function package. Veeeeeeeery
slooooooooowly, because real life has priority, but I have BEKK working. I
can send you the unfinished product if you need it.
-------------------------------------------------------
Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
-------------------------------------------------------