open "@gretldir\data\greene\greene14_1.gdt"

logs C Q PF

series l_Q_sq = l_Q^2

list z = const LF

list x = const l_Q l_Q_sq l_PF

list y = l_C   # or series y  = l_C

# start values

ols y x --robust

series lehat=ln($uhat^2)

matrix beta = $coeff

scalar n = $nobs

ols lehat z

matrix gam = $coeff

# MLE 

mle loglik = -n/2 * ln(pi) - (.5)*zg - (.5)*(e^2/exp(zg))

    series zg = lincomb(z, gam)

    series e = y - lincomb(x, beta)

    params beta gam

    end mle

This routine works, but only if y is defined as a series and not a list (line 6). Why?