Re: [Gretl-users] missing time series model in my gretl
On Tue, 24 Jun 2008, Yifei Pei wrote:
I am sorry to bother you. But it is the first time i am using
gretl, and I am in a hurry to finish a task. So i am wondering
the way it deals with garch model. Say I want to do a Egarch or
GJR-garch, and i also want to include a regressor in the
vairance process. Can gretl do that?
That's work in progress, but not yet.
Allin Cottrell