MAR-ARCH

Comparing estimators is a good idea.  But a good comparison
is more complex than stated.

I'm sorry I was not clear. For starters, I was only after software
testing. Does this code replicate the numerical values obtained for
standard datasets with standard codes?

Ajay Shah                                      http://www.mayin.org/ajayshah  
ajayshah at mayin.org                             http://ajayshahblog.blogspot.com
<*(:-? - wizard who doesn't know the answer.