[Gretl-users] GARCH News Impact Curve
Dear all,
has anybody tried to produce news impact curve in from the GARCH option
(GUI) option in gretl and from the GARCH variants (gig 2.24)?
Is the option residuals from the GARCH option in GUI the same as the
standardised residuals in the GARCH variants gig?
regards
Theo
Attachments:
- attachment.htm (text/html — 609 bytes)