Re: [Gretl-users] unobserved component model with stochastic volatility (UC-SV)

Dear gretl mailing list some while ago, Peter Summers posted his translated code from Stock/Watson's 2007 paper (originally written in Gauss) (URL: http://lists.wfu.edu/pipermail/gretl-users/2011-February/005897.html). I tried to replicate some work, among them Stock/Watson's paper, but unfortunately I do not get the same or at least similar results using Peter Summer's code. Even though, the input parameters are as in the original Gauss code.