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.

-------------------------------------------------------
   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
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