Dear forum, 

I am struggling with my variable lists once again. I expected the following two ML estimations to give the same results, but they don't. Any ideas? 

    #estimation 1

    scalar c_ = 0.1

    scalar rng = 0.1

    scalar err = 0.2

    mle ll = -ln(lambda) - sqrtPark/lambda

        series lambda = mean(sqrtPark)

        series lambda = c_ + rng * sqrtPark(-1) + err * lambda(-1)

        params c_ rng err

    end mle --robust

    #estimation 2

    list    xDepVars = sqrtPark

    list    xExpVars = sqrtPark(-1) 

    c_ = 0.1

    rng = 0.1

    err = 0.2

    series xDepVar = xDepVars[1]

    series xExpVar = xExpVars[1]

    mle ll2 =  -ln(lambda2) - xDepVar/lambda2

        series lambda2 = mean(xDepVar)

        series lambda2 = c_ + rng * xExpVar + err * lambda2(-1)

        params c_ rng err

    end mle --robust

Many thanks in advance, 

Daniel