does the Nadaraya-Watson estimator work for everyone when run from the interface? On my machine, when I click on "OK" (as shown below) nothing happens (literally nothing). Which was not he case, by the way, before I updated to Jan2016.

Also, it seems impossible to use a lagged variable as a regressor: as shown below, lagged guys do not appear at all, and explicitly writing "r_fx(-1)" or "r_fx1" does not help (did not help before the update too).

When run from a script using commands, everything works fine, so it's an interface issue, I suppose.

Any comments would be much appreciated.

Best,

Igor