On Tue, 6 Jul 2010, Matteo Chinazzi wrote: > Dear list members, > > do you have any idea about this error message using garchTFit method? > > Model: GARCH(1,1) [Bollerslev] (Student's t) > Sample size: 661 observations, VCV method: Robust > > ************************************************* > * ESTIMATION FAILED (Sorry!) * > * Error code = 33 * > ************************************************* > > Is there any documentation for the package gig.gfn?
Where did you get gig from? There should be an accompanying pdf file. Riccardo (Jack) Lucchetti Dipartimento di Economia Università Politecnica delle Marche r.lucchetti(a)univpm.it http://www.econ.univpm.it/lucchetti
