[Gretl-users] Re: gig matrix - variable
On 08/06/2026 18:25, Theodoros Panagiotidis wrote:
thanks. This is now fixed!
It would be nice to have an easy way of saving matrices as variables
in the existing dataset (for example, in the case of DCC /BEKK).
For multivariate garch models things are a little tricky, and doing this
from the GUI is not exactly trivial. This is why specialised functions
(eg. GetResids) are provided.
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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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