Re: [Gretl-devel] mailing list vs. forum
On Wed, 8 Jun 2016, Sven Schreiber wrote:
Just an update:
I have now registered with "Cross Validated" (which to my understanding is an
alias or the same as the Statistics area within Stackexchange. I've answered
some questions there, but the only gretl-related answer was "no, gretl
doesn't have multivariate ARCH".
(http://stats.stackexchange.com/questions/189675/easy-explanation-of-how-t...)
BTW: a multivariate GARCH function package should be on its way (thanks to
Francesca di Iorio for helping me on this). If anyone is interested in a
beta release for testing, I'll be happy to provide it. Not before 15/6,
though.
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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
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