I'm trying to estimate the parameters of a HW method by means of MLE command:

mle ll = -1/2*log(2*$pi*s2)-1/2*(e^2)/s2

loop i=1+s...$nobs

(HW method)

endloop

params alpha beta gamma

end mle

Unfortunately the loop command is not permitted by mle commnd!

Have you any idea/advice to solve this problem?

Best regards,

Paolo

-- Paolo Chirico Assistant Professor of Economic Statistics Dept. of Economics and Statistics "Cognetti de Martiis" Campus Luigi Einaudi, University of Turin ITALY