[Gretl-users] Re: combine figure and multivariate distributions
On Wed, Aug 10, 2022 at 9:07 AM Olasehinde Timmy <timmexdareal(a)gmail.com> wrote:
On the MLE estimation, do you have a note or example on how to go about this in gretl?
See chapter 26 of the Gretl User's Guide, "Maximum likelihood
estimation". You may also find useful the hansl code in Jack
Lucchett's MGARCH package.
Allin