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