Ken

ARCH contributors, is the comment from @dimab0 true? I'm trying to fit the following model: 

@bashtage, thanks for the clarification. Do you know of a Python or R package that does support that functionality?

Interesting. The professor for the class recommended that we use EViews for class assignments; I was hoping to build my skill set on more widely used platforms (python/R). Is there...

Understood. I'm happy to submit a pull request. I'm just trying to understand the area a little better. Thanks for the quick replies!

Thanks for the reply. Is a simpler first step to have an API that would allow the user to specify which .select() calls should be treated as CTEs?