On Fri, 22 Jun 2018, Periklis Gogas wrote:

> ​Hello Allin,
> ​
> ​
>
>> The standard garch command worked OK. I then tried to estimate the
>> same model via gig:
>>
>
> ​gig?
> ​

Yes, that's the package you use for the "GARCH variantes". Example:

<hansl>
open nysewk.gdt --quiet
r = 100 * ldiff(close)
garch 1 1 ; r --robust

include gig.gfn

mod = gig_setup(r,1, const)
gig_estimate(&mod)
</hansl>



-------------------------------------------------------
   Riccardo (Jack) Lucchetti
   Dipartimento di Scienze Economiche e Sociali (DiSES)

   Università Politecnica delle Marche
   (formerly known as Università di Ancona)

   r.lucchetti@univpm.it
   http://www2.econ.univpm.it/servizi/hpp/lucchetti
-------------------------------------------------------_______________________________________________
Gretl-users mailing list
Gretl-users@lists.wfu.edu
http://lists.wfu.edu/mailman/listinfo/gretl-users