[Gretl-users] problem using GJR-garch function package
Hello,
I just tried to work with the provided GJR-garch function package.
There seems to arise a problem if range of periods is restricted.
Changing the first observation leads to the error:
error in function garchm
end mle
As soon as the original date is restored, the problem does not arise
anymore.
Best,
Artur