[R] Codes; White's heteroscedasticity test and GARCH models

From: Spiros Mesomeris <mesomeris_at_yahoo.co.uk>
Date: Thu 27 Jul 2006 - 08:00:10 EST


  I have just recently started using R and was wondering whether anybody had a code written for White's heteroscedasticity correction for standard errors.    

  Also, can anybody share a code for the GARCH(1,1) and GARCH-in-mean models for modelling regression residuals?        

  Thanks a lot in advance,

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