program _gedevaluator version 12.0 args lnf beta $sigma $t1 $g1 p tempvar x v qui gen double `x' = $ML_y1 - `beta' qui gen double `v' = sqrt(exp(lngamma(1/`p') - lngamma(3/`p'))) if "${arch}" != "0" | "${garch}" != "0"{ tempvar sigma qui gen double `sigma' = $insig^2 loc sigeq = "`a0'" local arch = $arch local garch = $garch loc max = `arch' if `garch' > `arch'{ local max = `garch' } forvalues i = 1/`arch'{ loc sigeq "`sigeq' + `a`i''*(`x'[_n-`i'])^2" } forvalues i = 1/`garch'{ loc sigeq "`sigeq' + `b`i''*`sigma'[_n-`i']" } qui replace `sigma' = `sigeq' if _n>`max' qui replace `sigma' = sqrt(abs(`sigma')) } qui replace `lnf' = ln(`p') - (abs(`x')/(`v'*`sigma'))^(`p') - ln(2) - ln(`v') - ln(`sigma') - lngamma(1/`p') end