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Oh, thanks a lot! It is so embarrassing to realize all my mistakes were typos.
Now everything works! ...but doesnt converge... even with restrictions and different starting values.

Hello Glenn, thanks for reply! Sorry for that stupid mistake i made. Yes, my Logl was named SKEWT. I renamed it to SKEWT1 and now things are clear. EViews tells me "@iff is not a Genr or series expression function in SKEWT". Is there something I can do to overcome this problem? Thank you v...

And one more question. Does Logl object support loglikelihood with @iff function in it? Im trying to estimate Scewed-t distribution GARCH(1,1) with the following code: @Logl skewt RES = x - C(1) VAR = C(2) + C(3)*((RES(-1))^2) + C(4)*VAR(-1) ce = (@gamma((C(6)+1)/2))/((@sqrt(3.1416926*(C(6)-2)))*(@g...

Hello, Im trying to understand how Logl object works and how to use it properly. So i decided to start with something that Eviews can do automaticaly, like normal GARCH(1,1) model. I estimated both normal GARCH(1,1) with standard estimation settings and Logl that looks just like this: @LOGL LOGL1 RE...