Thank you for your quick response.
-I think that it would be helpful for newbie users (like me) to find GIG
manual much easier (like for example a link in the help window from GIG
gui).
- I understand, now, how to calculate TARCH model from gretl (thanks for
the info).
- I am using GRETL 1.9.4, build date 27.02, compiled from sources so
it's almost up to date :-)
- I have seen in the function files that there is a GJR- Garch in Mean,
is there any possibility to use that for reproducing the examples in
Principles of Econometrics.
Thank you for your help, Mihai