[R] Linear Regression Model with GARCH errors

Ioana D ioana.duca at gmail.com
Thu Oct 22 23:48:42 CEST 2009


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

Thank you,

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