[Gretl-users] Time-Varying Parameters

Dear Gretl Community, Last year I ask this list about the estimation of time-varying parameter models (TVP models) and Jack Lucchetti sent to me a working example. Now I'm trying to modify the original script (lines 78-80 in the attached script) in order to allow changes in only one parameter but I'm getting no success. Please take a look in my code: <original script> open sw_ch14.gdt --quiet genr INFL = 100*ldiff(PUNEW) list t_var_X = const INFL(-1) LHUR # time-varying list t_invar_X = LHUR(-1) # time-invariant list X = t_var_X t_invar_X </original script> <my script> open sw_ch14.gdt --quiet genr INFL = 100*ldiff(PUNEW) list t_var_X = LHUR # time-varying list X = t_var_X </my script> Could you please help me with this issue? Best regards, Henrique Andrade* *