Sven,

thanks. Regardless of how I try to see how this works, I cant figure it out. The simplest LL I work with is

<hansl>

mle ll = -ln(lambda) - xDepVars[yIdx]/lambda

series lambda = mean(xDepVars[yIdx])

series lambda = c_ + rng * xExpVars[xIdx] + err * lambda(-1)

params c_ rng err

end mle --robust

</hansl>

From what I understood, the solution lies in writing logLambda instead of lambda, i.e.

<hansl>

mle ll = -logLambda - xDepVars[yIdx]/exp(logLambda)

series logLambda = ln(mean(xDepVars[yIdx]))

series logLambda = ln(c_ + rng * xExpVars[xIdx] + err * lambda(-1)) .... ??

params c_ rng err

end mle --robust

</hansl>

but this does not solve the problem, hence the question marks and I am missing the real solution. Could I ask you for a bit more direction?

Best,

Daniel