Hello, I am new here. My problem is following: I want to calculate entire profile likelihood function (and then find maximum value) in order to find threshold estimate and run TVECM model. Therefore I want to build script (with loop programming) which will calculate just entire profile likelihood function in Gretl. The other estimations I can perform myself. To provide you with detailed information about my problem I attach separate file “TVECM.inp” in this email. Inside you will find all necessary information. Thank you! Kind regards, Miranda