Re: [Gretl-users] Help with GIG package
On Tue, 8 Mar 2011, Riccardo (Jack) Lucchetti wrote:
> My questions are:
> - what I'm suppose to put in mean and variance regressors list to obtain
> the following models:
> TGARCG(1,1) and Garch in Mean.
Sorry, I forgot: what I'm talking about is the current release of gig as a
gretl 1.9.4 addon. GARCH-in-mean is not supported yet, but will be at some
point.
Riccardo (Jack) Lucchetti
Dipartimento di Economia
Università Politecnica delle Marche
r.lucchetti(a)univpm.it
http://www.econ.univpm.it/lucchetti