[R] Simultaneous estimation of mean and garch eq'n

[Tobias Muhlhofer]

Is it possible to simultaneously estimate mean and GARCH parameters in R?

In other words, I would like to estimate the normal regression equation

Y = b X + u

and simultaneously do a garch process on the u's to correct the standard 
errors.

I was thinking maybe something with systemfit(), but I can't quite come 
up with it.

Thanks,
	Tobias
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