Hello,

I am new here.

My problem is following: I want to calculate entire profile likelihood function (and then find maximum value) in order to find threshold estimate and run TVECM model. Therefore I want to build script (with loop programming) which will calculate just entire profile likelihood function in Gretl. The other estimations I can perform myself.

To provide you with detailed information about my problem I attach separate file “TVECM.inp” in this email. Inside you will find all necessary information.

Thank you!

Kind regards,

Miranda