[Gretl-users] Simulation using GRETL

[Riccardo (Jack) Lucchetti]

On Sat, 26 Apr 2008, esam habes wrote:

> Hi everone..I am a senior and trying to finalize my research paper ..I 
> need help..when i try to estimate using Maximum Likelihood Method, Gretl 
> responds by asking for an MLE function.  While I know the density and 
> hence loglikelihood function for the normal variable, I get an error 
> respnse  when I try to write the function inside the dialogue box..Is 
> there a specific format in which I must write the function which  Gretl 
> asks for? I would be grateful for an example.

You can find quite a few examples in the manual: one chapter is 
exclusively devoted to ML estimation. You may also find useful examples in 
Lee Adkins' book: http://www.learneconometrics.com/gretl/ebook.pdf

What kind of model are you trying to estimate?

Riccardo (Jack) Lucchetti
Dipartimento di Economia
Università Politecnica delle Marche

r.lucchetti at univpm.it
http://www.econ.univpm.it/lucchetti