Dear Jack, dear Allin,
Thanks for in depth explanation. You really helped a lot to put things
in focus for me considering GIG and Gretl. My bad is that I did not
check for normality immediate but I got stuck on VCV methods.
You live you learn :)
Thanks once more, and I post comments when I gather
On Wed, 20 Jul 2011, Davor Horvatic wrote:
> Dear Jack,
>
> I want first to thank you for detailed answer on the restriction of the
> GARCH parameters. I will look to dig some more details out if I can.
I put some of that into the gig pdf doc; when CVS comes back up and you
can download it, yo
Dear Jack,
I want first to thank you for detailed answer on the restriction of the
GARCH parameters.
I will look to dig some more details out if I can.
In this post I'll be as detailed as I can be. In attachment you will find
time series used to reproduce numbers mentioned below. I'm wondering
w
On Wed, 20 Jul 2011, Davor Horvatic wrote:
> In this post I'll be as detailed as I can be. In attachment you
> will find time series used to reproduce numbers mentioned below.
> I'm wondering why is there discrepancy in std errors between GIG
> on one side and Eviews on the other. I.e. to be pr
