[web:reg] two new add-ins (GARCH, UTK)

[curtis]

The longest journey starts with a single step. Three month ago, I
announced my GARCH toolbox. The first step is done. I present you my
[web:reg] GARCH estimation add-in which estimates GARCH(p,q) models
with the Maximum Likelihood method. Currently only simple GARCH models
could be estimated, but provision is made to estimate ARCH-M, EGARCH
and TGARCH models.

At the moment [web:reg] GARCH estimation cannot be downloaded on my
web-site, because it is experimental. If you are interested in it
please contact me. I will send you the add-in by email.

I also programmed an add-in, which solves Nonlinear Dynamic Stochastic
Models. This add-in execute the calculation, which is explained in
Harald Uhlig paper "A Toolkit for Analyzing Nonlinear Dynamic
Stochastic Models Easily"
(http://www.wiwi.hu-berlin.de/wpol/html/toolkit/paper.pdf ). This
add-in is useful if you do not have MatLab but you, want analyze for
example real business cycle (RBC) models. These models are theoretical
but they can explain the real economy very well.

I thank you much for the many very good comments. Especially I am very
pleased to hear that many students are using my free software. I have a
request. If you have econometrical books, which you do not need longer,
you could give me them.