Jack:<br><br>I see and agree. Hopefully and appreciatively if you would also consider GARCH-in-mean in default GARCH functionality in future versions.<br><br>Yi-Nung Yang<br>Chung Yuan Christian University, Taiwan<br><br><br>
<div><span class="gmail_quote">2007/10/18, Riccardo (Jack) Lucchetti &lt;<a href="mailto:r.lucchetti@univpm.it">r.lucchetti@univpm.it</a>&gt;:</span><blockquote class="gmail_quote" style="border-left: 1px solid rgb(204, 204, 204); margin: 0pt 0pt 0pt 0.8ex; padding-left: 1ex;">
<br>However, we&#39;re very close to releasing 1.6.6 and I don&#39;t think it would be<br>wise to embark in such a project right now, also considering that<br>substantial enhancements to the garch code are planned for the future
<br>anyway. Of course, this is open source, so if you feel like writing some C<br>code yourself, feel free to ask for help.<br><br>In the meantime, if you absolutely need this, you can always use the mle<br>command (suboptimal but reliable).
<br><br><br><br>Riccardo (Jack) Lucchetti<br>Dipartimento di Economia<br>Università Politecnica delle Marche<br><br><a href="mailto:r.lucchetti@univpm.it">r.lucchetti@univpm.it</a><br><a href="http://www.econ.univpm.it/lucchetti">
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