This might be more of a user question than development, but .... When I use a list in the mle function I'm getting an error. Here is the setup: Here is a simple script to estimate Harvey's multiplicative het model from Greene open "(a)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? I'm using gretl 1.9.7 on Windows, btw. -- Lee Adkins Professor of Economics lee.adkins(a)okstate.edu learneconometrics.com