[Gretl-users] Mmultinormal likelihood

Dear Professors, I am writing to ask for your guidance. I am trying to estimate a system of two variables jointly using multinormal distribution, however, my effort has not been successful. Please, see the code/syntax I am trying to run in the bold form below. Could you please help to see if something was not right with the code. I hope to receive a response from you soon. #The hansl syntax# *scalar beta1= 4.3 * *scalar beta2= 0.16 * *scalar alfa1= 0.0097* *scalar alfa2= 0.02* *scalar mlog2pi = 2*log(2*acos(-1))* *series e1= a - beta1 - beta2*a(-1)* *series e2= b - alfa1 - alfa2*b(-1)* *series es1 = e1^2* *series es2 = e2^2* *series v1= var(e1)* *series v2= var(e2)* *series v12 = cov(e1,e2)* *series de = v1*v2 - v12^2* *series iv1 = v1/de* *series iv2 = v2/de* *series iv3 = v12/de* *mle ll = -0.5*(mlog2pi + log(de) + (iv1*es1 + iv2*es2 + 2*iv3*e1*e2)) * * params beta1 beta2 alfa1 alfa2* * end mle* Yours faithful Timmy John