Re: [Gretl-devel] GARCH with Exogenous Variables

Dear Riccardo, I'm trying the following command (with daily data): include gig.gfn list X = const l_crb l_cds l_camb_us l_difjur list Z = const dummy_iof matrix results = garchTFit(l_camb,1,1,X,Z) gig_print(results) And I'm getting these results: Model: GARCH(1,1) [Bollerslev] (Student's t) Sample size: 1148 observations, VCV method: Robust    *************************************************    *           ESTIMATION FAILED (Sorry!)          *    *           Error code =   33                   *    ************************************************* What does "Error code = 33" mean?