Dear Ignacio,
I'm trying to estimate the parameters of a HW method by means of MLE
command:
mle ll = -1/2*log(2*$pi*s2)-1/2*(e^2)/s2
loop i=1+s...$nobs
(HW method)
endloop
params alpha beta gamma
end mle
Unfortunately the loop command is not permitted by mle commnd!
Have you any idea/advice to s
On Thu, 19 May 2016, Alecos Papadopoulos wrote:
> Good afternoon.
>
> Has anything changed in Gretl's RNG after Yalta & Schreiber's
> (2012), "Random Number Generation in gretl", Journal of Statistical
> Software ?
>
> I need to put the information in a paper (not any detailed technical
> descr
On Thu, 19 May 2016, Summers, Peter wrote:
> Hi Sven,
>
> Thanks, this provides more information! I modified my example script
> following your suggestions -- see below.
>>
>> [This is probably OT, sorry]
>>
> Doesn't look that way...
>
>> Am 19.05.2016 um 19:06 schrieb Summers, Peter:
>>>
>>> li