[Gretl-devel] GARCH with Exogenous Variables

Dear Developers, I would like to make a feature request regarding ARCH and GARCH modelling. Today we can estimate a variance equation like that: h(t) = a0 + a1*e^2(t-1) + b*h(t-1) But we can't do this: h(t) = a0 + a1*e^2(t-1) + b*h(t-1) + c*dummy I know I could perform this kind of estimation using commercial econometric packages, but I would like to use Gretl most of the time (I'm addicted to Gretl :)). Thanks in advance, Henrique C. de Andrade Doutorando em Economia Aplicada Universidade Federal do Rio Grande do Sul www.ufrgs.br/ppge