Dear Gretl Users,
Could anyone tell how to use MVGARCH with DCC or CCC in GRETL.
Thank you,
Fazeel
Dear Gretl users,
I have estimated my system of equations and taken the matrices of the residual
sum of square (from 2 steps). Now, I should make an LM test as follow:
LM=T(p-tr(RSS1^-1 RRS2))
Notices that RSS1 and RSS2 are 4x4 matrices.
1) Question: Is it correct if I write a code in gretl as:
L
On Fri, 11 Oct 2013, valentina colombo wrote:
> Dear Gretl users,
> I have estimated my system of equations and taken the matrices of the
> residual sum of square (from 2 steps). Now, I should make an LM test as
> follow:
> LM=T(p-tr(RSS1^-1 RRS2))
> Notices that RSS1 and RSS2 are 4x4 matrices.
Am 10.10.2013 21:11, schrieb valentina colombo:
> Thanks. However, the command "series res= $uhat" works only whether I
> estimate my system only equation by equation.
I don't think I really understand what you want to do in the end, but
anyway some remarks that might clarify some things:
- ye
It's time we put out a new gretl release (this will be 1.9.13) and
we're pretty much ready to do that. But first I'd like to ask a
couple of questions, about the gretl packages for MS Windows and Mac
OS X, and see what people have to say.
MS Windows:
For some time now I've been putting up snap
