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Thanks for looking into this so deeply Glenn! It really is helpful. You hit the nail on the head with what the R code is doing with the likelihood. I think my data also is of a slightly different vintage than the most recent L-W data, so some slight discrepancies are to be expected. These kinds of m...

Hi all, A colleague and I have been struggling to replicate results when comparing Eviews to several papers. The first replication issue we had was trying to replicate stage 1 of the Laubach and Williams model. The workfile is attached here. Laubach Williams Stage 1.wf1 I use the actual estimates fo...