On Wed, 9 May 2012, artur tarassow wrote:
 I justed wanted to run some G(ARCH) estimations and specified some
lists
 for the independent variables before I realized that this procedure does
 not support the list argument at the moment. Instead, one has to write down
 each dependent variable separately. 
s/dependent/independent, I presume.
Anyway, it works here; maybe there's some other problem with your 
script?
open data9-7
list X = PRICE INCOME PRIME
garch 0 1 ; QNC X
Allin Cottrell