On Wed, 18 Aug 2010, [koi8-r] Александр Рогальский wrote:
I am developing a causal econometric model according to the
concept of аuthenticity modeling...
This mailing list is really intended for discussion of questions
that are specifically related to gretl, and not general
econometric questions. Gretl questions generally get answered
pretty quickly; non-gretl questions may or may not get answered.
In this case my recommendation would be to consult a good
econometrics textbook on the question of normality of the error
term and ML estimation.