[Gretl-users] Re: Hurst and confidence intervals
On Mon, 22 Mar 2021, Periklis Gogas wrote:
Hello, I am going to use the Hurst exponent estimation.
Does Gretl produce confidence intervals?
Also, which method it employs? DFA?
If you're into long memory, you may also want to check out the "fractint"
command.
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Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
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