Allan and Ignacio, thanks for the replies. I am still unable to get the
expected number of observations for the btilda variable when I restrict
the sample within a Monte Carlo loop. (I was already opening the new
data file (test.gdt) but, as I said, it only gives me back one
observation back for btilda, even if I do the loop --progressive). (When
I do it without restricting the sample it works perfectly). I am working
with version 1.4.1 for Windows XP. What could be wrong ?
Thanks again,
Maite