Am 20.02.2015 um 09:32 schrieb Paolo Chirico: Hi Paolo, I don't quite understand what you mean with that because you are using the Kalman filter, and isn't that exactly there for getting the MLE? Unrelated remark for Allin about syntax highlighting: Perhaps the keywords like 'obsy' etc. as mentioned in 30.5 of the user guide should be syntax-colored, like 'params' in mle blocks, 'weights' and 'orthog' for GMM. (And BTW, 'equations' in the plural form since gretl version 1.9.7 is also still not colored.) cheers, sven