Dear all:

When the equations are nonlinear in model block, and the shock process is `log(z)=rho_z*log(z(-1))+eps_z`

. The data is logged and HP-filtered.

I write the observation equations as `y_obs=y`

, where `y`

is the variable in model, and `y_obs`

is its observation, and add the `logdata`

and `loglinear`

options in command estimation.

Is there any error in my procedure? I am not sure about it.

Thank you.