Re: [Gretl-users] GARCH Conversion

On Thu, 21 Jun 2018, Sven Schreiber wrote: Oh, and another thing I just noticed: Eviews' estimate of the ARCH parameter is 2.44, which makes no sense whatsoever; that parameter should be bounded between 0 and 1. It appears that the algorithm in Eviews visits exotic regions of the parameter space and then stops more or less randomly at some point, or at least that's the best guess I can make. ------------------------------------------------------- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly known as Università di Ancona) r.lucchetti(a)univpm.it http://www2.econ.univpm.it/servizi/hpp/lucchetti -------------------------------------------------------