*! version 1.0.1 *! The Max. Lik. Estimation Evaluator *! for the Command tslstarmod *! Method lf *! Diallo Ibrahima Amadou *! All comments are welcome, 18Sep2019 capture program drop tslstarmod_ll program tslstarmod_ll version 15.1 args lnf regime1 regime2 lngamma cpar lnsigma tempvar theta gammap sigma lagy quietly { generate double `gammap' = exp(`lngamma') generate double `sigma' = exp(`lnsigma') tsset generate double `lagy' = $MZHAWA_ZVAR generate double `theta' = (1+exp(-`gammap'*(`lagy' - `cpar')))^(-1) replace `lnf' = ln(normalden($ML_y1,`regime1' + `theta'*(`regime2'),`sigma')) } end