Dears,
for a simulation study I want to repeat the estimate of a state
space model N times. Repeating the estimate is not a
problem, but if I call the ksmooth function after each estimate
(MLE block), gretl allows me it on the first iteration, but not
the following ones.
It appears that the function cannot find the bundle in
subsequent iterations
This happens if the repetitions occur in a single script run.
Obviously it doesn't happen if every rep has its own run.
It's really strange!
Is it a bag or am I missing something?
Thanks,
Paolo