Re: [Gretl-users] problem using GJR-garch function package
Artur
Please try newly uploaded ver. 1.1 of GJR-garchm. It will be nice to
hear your report after testing.
Yi-Nung Yang
2010/2/3 Artur T. <artur.tarassow(a)googlemail.com>:
Hello,
I just tried to work with the provided GJR-garch function package.
There seems to arise a problem if range of periods is restricted.
Changing the first observation leads to the error:
error in function garchm
> end mle
As soon as the original date is restored, the problem does not arise
anymore.
Best,
Artur
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