About the standard erros of estimated coefficients - MSGARCH package about msgarch HOT 1 CLOSED

Hi André,
Thanks for your message.
So quick comments:

1. Please try to ask your question on GitHub, such that we can keep track of question issues/questions related to MSGACH;
2. Currently, the package does not allow the computation of standard errors. However
   a. You can compute them using the estimator and the kernel function in addition to some numerical-derivative (like Richardson method) packages.
   b. I would rather rely on MCMC estimation, and look at the posterior distribution of the model parameters. This is more robust in the case of MSGARCH models; see my book published in Springer (2008).
   Best,
   David

from msgarch.