Re: [Gretl-devel] RFC: $sigma & co.
On Sat, Apr 26, 2008 at 10:49 AM, Riccardo (Jack) Lucchetti <
r.lucchetti(a)univpm.it> wrote:
If you ask me, I'd use $sigma for VAR/VECM/GARCH models
throughout; I'd
scrap $h; I'd implement $vcv as the covariance matrix of parameters for
VARs. Clearly, this would definitely break a few existing scripts.
I didn't even know the existence of $h for GARCH...yes wipe it away! Anyway
I think consistency has to be preferred to backward compatibility here.
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