[R] Linear Regression Model with GARCH errors

Ioana D
Thu, 22 Oct 2009 21:48:42 -0000

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
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