Maximum Likelihood + Model

[ku_al]

Dear all =)

I've some troubles with a maximum likelihood estimation:

I've an equation for the estimation, however, one variable should be simultaneously calculated via the 'model'-feature (model calc ---- calc.append ---- calc.solve). How can I incorporate this calculation in the ml estimation?

thanks!

[EViews Gareth]

If you're using the LogL object, you cannot do that.

You could try using the Optimize command in EViews 8.

[ku_al]

ok thanks... actually I'm still using Eviews 6.. =( so I guess there is no possibility to do this in Eviews 6 right?

Regarding the "optimize" command in E8, is this still a ML estimation or is it in some way a maximization?

thanks..

[EViews Gareth]

It is general optimization, including maximisation. If you give it a likelihood function, it is ML.

[ku_al]

ok thanks!