[Gretl-users] ARCH (2) and GARCH (0,2)

does anyone know why do i get different result from running ARCH (2) and GARCH (0,2), are they not suppose to give the same output? i got different alpha (1) and alpha (2) i want to use the GARCH command for ARCH (2),because i want to get standardized residual for ARCH(2). And from the command

[Gretl-users] ARCH and GARCH

Hi, everyone, I used the data in the attachment to run ARCH (2) and GARCH (0,2), i assumed they would give me the same result but they did not. I have the result showing in below: ARCH (2) arch 2 re const Model 1: WLS (ARCH), using observations 3-7837 (n = 7835) Dependent variable: re Vari

[Gretl-users] Random effect with ar1 for panel data

Hi Anyone know how to do Random effect GLS regression with AR(1) for Panel data on GRETL? Thank you so much. Hongming Zhu Hi    Anyone know how to do Random effect GLS regression with AR(1) for Panel data on GRETL?Thank you so much.Hongming Zhu