[Gretl-users] Re: Kalman and MLE issue

Good afternoon. I am trying to estimate the parameters of a model that also has latent state variables, using the Kalman filter and maximum likelihood. After setting up the filter, which I run and it appears to work fine on its own (i.e treating the parameters fixed to their initial values), I follow the example script in p. 313 of User's guide, where the mle command line is mle logl = ERR ? NA : kb.llt     (where "kb" is the name of the Kalman bundle) and inside the mle command we see ERR = kfilter(&kb) I wrote the same syntax but using "ksmooth" instead of "kfilter". I get the message << "llt": no such item The formula 'logl = ERR ? NA : kb.llt' produced an error on execution I tried also to embed the lot into a function, as the example script does, but I continued to get the same error message. Any ideas? -- Alecos Papadopoulos PhD Athens University of Economics and Business web: alecospapadopoulos.wordpress.com/ skype:alecos.papadopoulos