On Mon, 20 Jan 2014, Sven Schreiber wrote: > OTOH there is still special functionality in Jmulti: > > * Smooth transition models (STAR) -- anybody knows where to find those > in other software (just out of curiosity, no real need yet) > > * unit root tests with trend breaks (probably in CATS)
These two things are perfect candidates for function packages. Again, that's where the future of gretl lies IMO. > * bivariate GARCH, IIRC (I don't think this is covered by gretl packages > like gig, no? -- should be in recent Eviews versions I think, and I > guess R?) I'm working on a multivariate garch function package. Veeeeeeeery slooooooooowly, because real life has priority, but I have BEKK working. I can send you the unfinished product if you need it. ------------------------------------------------------- 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 -------------------------------------------------------
