Hello all,
Due to an unfortunate packaging error, the installer packages for
gretl 1.9.5 on MS Windows and OS X went out to sourceforge (on
April 22) containing a test version of the "gig" addon instead of
the most recent "production" version.
gig is GARCH-in-gretl, a sophisticated package for estimating a
wide variety of GARCH models written by Jack Lucchetti.
We have now (April 24) fixed these packages on sourceforge. If you
downloaded gretl 1.9.5 before Sun Apr 24 12:40 EDT, and are
interested in GARCH estimation, we urge you to go back for the
replacement version. It should show a build date of 2011-04-24
under /Help/About.
Sorry for the inconvenience.
--
Allin Cottrell
Department of Economics
Wake Forest University