Re: [Gretl-users] Help - estimation of Profile likelihood function for TVECM
On Mon, 18 May 2015, Miranda Svanidze wrote:
To clarify my problem written in the previous email, I am adding
results
from Gretl.
I dn't understand why you need the --progressive flag. Is the following
example of any help to you?
<hansl>
set echo off
set messages off
open AWM.gdt --quiet
series y = ln(YER)
series c = ln(PCR)
series z = y - c
diff y c
T = $nobs
series ll = NA
loop i=1..T --quiet
series zp = z * (time < i)
series zm = z - zp
ols d_c 0 d_y zp(-1) zm(-1) --quiet
ll[i] = $lnl
endloop
plot ll
options time-series with-lines
end plot --output=display
</hansl>
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Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
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