Hi all. May you tell me how may I estimate a variance/covariance matrix using GARCH(1,1) model? Thank you, Oscar ============================== DISCLAIMER: This e-mail is for the sole use of the intended recipient and any file transmitted with it may contain material that is confidential and privileged. If you are not the intended recipient of this e-mail, please do not read this e-mail and delete this message and any file attached from your system and then notify us immediately by reply e-mail or by telephone. You should not copy or use this message and any file attached for any purpose, disclose the contents of the same to any other person or forward them without express permission by us. Considering the means of transmission, we do not undertake any liability with respect to the secrecy and confidentiality of the information contained in this e-mail and in its attachments. Il presente messaggio di posta elettronica e' ad esclusivo utilizzo del destinatario indicato in indirizzo e gli eventuali documenti allegati potrebbero avere carattere riservato. Qualora non foste il destinatario del presente messaggio Vi preghiamo non leggerlo, di cancellarlo dal Vostro sistema assieme ad ogni documento ad esso allegato e di volerci avvertire immediatamente tramite posta elettronica o telefonicamente. E' vietata la duplicazione o l'utilizzo per qualunque fine del presente messaggio e di ogni documento ad esso allegato cosi' come la relativa divulgazione, distribuzione o inoltro a terzi senza l'espressa autorizzazione del mittente. Il mittente, in ragione del mezzo di trasmissione utilizzato, non assume alcuna responsabilita' in merito alla segretezza e riservatezza delle informazioni contenute nel presente messaggio e nei relativi allegati. ==============================

I didn't use the repositories since they are for Debian and you might have problems in Ubuntu. To install the last version of gretl you can compile it directly from the source. It works fine. Do the following: - Uninstall the old version of gretl; - download the tar 1.9.2 version from: http://sourceforge.net/projects/gretl/files/gretl/1.9.5/gretl-1.9.5.tar.b... - Unpack. - Open a terminal and write: cd [directory where is the gretl source] sudo apt-get build-dep gretl ./configure make sudo make install That's all You can launch the program from the terminal or create an icon in the menu. Bye Giuseppe On Thu, 2011-08-11 at 08:15 -0600, Neil Hepburn wrote:

Am 17.08.2011 16:00, schrieb Riccardo (Jack) Lucchetti: Installing a package instead of building from source makes it much easier to remove the installed gretl version afterwards. On the gretl homepage there is a link to the debian binary packages which you can download and install manually. There aren't many dependencies. -sven