Dear GRETL-users,
I am Josephine, currently having problem on how to do maximum likelihood for PIN (Probability of Informed Trading) estimation for my data. I give the brief information of this model (proposed initially by Easley, Kiefer, O'Hara and Paperman, 1996) and the sample of my data in the attachment. Thank you very much in advance for your kind attention.
Best wishes,