Good evening everybody. I am rather new to Gretl and my questions are probably kindergarten-level, but I could not figure out the answers myself or using Help. So here they are 1) I run maximum likelihood from the script window. I am trying two different and non-nested stochastic specifications. I have to compare and evaluate them by using the value of the maximized log-likelihood. But since they are non-nested, their log-likelihood functions are totally different. So, suddenly, the constants of each log-likelihood, although they play no role in the estimation of the parameters, influence the value of the maximized logl - and they are different constants. If I don't include them in the logl function, then the values of the maximized logl (and the AIC and BIC and HQ criteria) will be misleading for comparison purposes of the two competing stochastic specifications, and currently I am doing the corrections by hand (which I can live with). But it would be nice not to have output that needs such corrections. I tried to include them in the specification of the logl after the "mle logl = " command. But when I tried to include them as, say, "ln(4/sqrt(2/pi))" or "ln(4/sqrt(2/%pi)) I get "syntax error on the command line". When I calculate them explicitly, say 0.45678 and enter this constant instead, Gretl runs, but the estimation goes astray, and produces different results than when the constant is not included. I suspect that this may have something to do with the fact that I do not specify analytical derivatives, but I really don't know. What am I doing wrong? 2) Again for comparison purposes, I would want to have in one graph the estimated densities of two series. But when I select two series the "Variable" menu becomes disabled, while in the "View" menu there are various graph options, but not the option to graph the estimated densities of the two series together. Is there a way around this? Thank you. -- Alecos Papadopoulos Athens University of Economics and Business, Greece Department of Economics cell:+30-6945-378680 fax: +30-210-8259763 skype:alecos.papadopoulos