smpl @first @first
series eoniaf = 1

coef(3) alpha
coef(3) beta
coef(2) theta
coef(1) sig

sig(1) = 1
alpha(3) = 0.5
beta(3) = 0.5
theta(2) = 2

smpl @all 
logl lstar
lstar.append @logl logl
lstar.append eoniaf = alpha(1) + alpha(2)*inflation + alpha(3)*gdp_growth + (beta(1) + beta(2)*inflation + beta(3)*gdp_growth)/(1+exp(-theta(1)*(@trend-theta(2))))
lstar.append res = eonia - eoniaf
lstar.append var = sig(1)^2
lstar.append z = res/@sqrt(var)
lstar.append logl =  log(@dnorm(z)) - log(var)/2

smpl @first+1 @last
lstar.ml(showopts, m=1000, c=1e-5)
show lstar.output

smpl @all