Hello I was wondering if there is any possibility of estimating a linear regression model with GARCH errors in R? I tried using fGarch library, but I could only find for instance how to estimate arma-garch models or similar combinations. Thank you, Ioana -- View this message in context: http://www.nabble.com/Linear-Regression-Model-with-GARCH-errors-tp26017802p26017802.html Sent from the R help mailing list archive at Nabble.com.