[Gretl-users] System of Equations and Kalman/MLE - two suspicions

I have the following two suspicions, can somebody please verify/dispel them? 1) In a system of equations, currently I have no way to impose non-linear restrictions on the coefficients (like ratios or products of coefficients, nothing fancier). Right? Wrong? 2) In using the Kalman filter together with maximum likelihood, consider the following detail:  say, in the "obsxmat" matrix there exists a coefficient restriction, say a13 = a12/a11 The matrix A can be created by defining (arbitrary starting values) scalar a11 = 0.1 scalar a12 = 0.5 scalar a13 = a12/a11 matrix A = {a11, a12, a13} Now, free parameters are (a11, a12) only, and I guess these are the parameters I will ask MLE to estimate. My suspicion is that, then, if I define matrix A as above, the coefficient a13 will not be updated by the MLE, since it does not maximize the likelihood with respect to it. And since a13, as part of the state-space bundle,  has to be defined prior/outside the MLE command block and not inside it,  it will remain a fixed number for the MLE. If my suspicion is right, then I think I have to define the matrix A by matrix A = {a11, a12, a12/a11} so that position a13 is also updated with the MLE estimate. Right? Wrong? -- Alecos Papadopoulos PhD Athens University of Economics and Business web: alecospapadopoulos.wordpress.com/ skype:alecos.papadopoulos