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how to make maximum likelihood esimate program

Posted: Wed Jan 07, 2009 8:17 am
by tony
Hi all
i am a new user,now i want to use Monte carlo simulation based on maximum likelihood esimate ,but i failed to make maximum likelihood esimate program.please do me a favor,thank you very much!

Re: how to make maximum likelihood esimate program

Posted: Thu Jan 08, 2009 3:05 am
by trubador
Estimation of a maximum likelihood model is handled through LogL object in EViews. You can access it in your workfile via Object/New Object/LogL. You should read instructions in the users guide (users guide II, chapter 32, page 283) or help topics first in order to understand the general features and learn how to specify your likelihood function and its parameters. Moreover, since you are planning to carry out a simulation, you should also study Model object and programming features in EViews depending on the nature of your task.