Hi everyone,

I have a problem when I try to estimate the same model with two datasets. I have a very simple model (attached with a data file), which I try to estimate with two different samples. In the mod file, I specify the model, the estimated params, and then two estimation commands. for the second estimation, I get an error of:

“makedataset: nobs (223) cannot be greater than the last date in the

dataset (132)!”

The first number is the length of the first data, and the second number is the length of the second data.

When I reverse the order of the estimation commands, I don’t get an error, but the two results are the same (the results of the shorter data). It seems to be that the “nobs” don’t update.

Many thanks.

inf_data_monthly.xlsx (49.0 KB)

Inflation_dynamics.mod (1.5 KB)