diff --git a/doc/userguide/models/Alt_Ex1.mod b/doc/userguide/models/Alt_Ex1.mod
index 2f1ac1a55b73ae6396065834ca2e10d8c893de4a..4f0aaa74687e95af9ee3328c9302bff2bd5ad958 100644
--- a/doc/userguide/models/Alt_Ex1.mod
+++ b/doc/userguide/models/Alt_Ex1.mod
@@ -4,48 +4,48 @@
\paperw11900\paperh16840\margl1440\margr1440\vieww9000\viewh8400\viewkind0
\pard\tx566\tx1133\tx1700\tx2267\tx2834\tx3401\tx3968\tx4535\tx5102\tx5669\tx6236\tx6803\ql\qnatural\pardirnatural
-\f0\fs24 \cf0 // example 1 from Collard's guide to Dynare
\
-var y, c, k, a, h, b;
\
-varexo e,u;
\
-
\
-parameters beta, rho, beta, alpha, delta, theta, psi, tau;
\
-
\
-alpha = 0.36;
\
-rho = 0.95;
\
-tau = 0.025;
\
-beta = 0.99;
\
-delta = 0.025;
\
-psi = 0;
\
-theta = 2.95;
\
-
\
-phi = 0.1;
\
-
\
-model;
\
-c*theta*h^(1+psi)=(1-alpha)*y;
\
-k = beta*(((exp(b)*c)/(exp(b(+1))*c(+1)))
\
- *(exp(b(+1))*alpha*y(+1)+(1-delta)*k));
\
-y = exp(a)*(k(-1)^alpha)*(h^(1-alpha));
\
-k = exp(b)*(y-c)+(1-delta)*k(-1);
\
-a = rho*a(-1)+tau*b(-1) + e;
\
-b = tau*a(-1)+rho*b(-1) + u;
\
-end;
\
-
\
-initval;
\
-y = 1.08068253095672;
\
-c = 0.80359242014163;
\
-h = 0.29175631001732;
\
-k = 5;
\
-a = 0;
\
-b = 0;
\
-e = 0;
\
-u = 0;
\
-end;
\
-
\
-shocks;
\
-var e; stderr 0.009;
\
-var u; stderr 0.009;
\
-var e, u = phi*0.009*0.009;
\
-end;
\
-
\
-stoch_simul(periods=2100);
\
+\f0\fs24 \cf0 // example 1 from Collard's guide to Dynare
+var y, c, k, a, h, b;
+varexo e,u;
+
+parameters beta, rho, beta, alpha, delta, theta, psi, tau;
+
+alpha = 0.36;
+rho = 0.95;
+tau = 0.025;
+beta = 0.99;
+delta = 0.025;
+psi = 0;
+theta = 2.95;
+
+phi = 0.1;
+
+model;
+c*theta*h^(1+psi)=(1-alpha)*y;
+k = beta*(((exp(b)*c)/(exp(b(+1))*c(+1)))
+ *(exp(b(+1))*alpha*y(+1)+(1-delta)*k));
+y = exp(a)*(k(-1)^alpha)*(h^(1-alpha));
+k = exp(b)*(y-c)+(1-delta)*k(-1);
+a = rho*a(-1)+tau*b(-1) + e;
+b = tau*a(-1)+rho*b(-1) + u;
+end;
+
+initval;
+y = 1.08068253095672;
+c = 0.80359242014163;
+h = 0.29175631001732;
+k = 5;
+a = 0;
+b = 0;
+e = 0;
+u = 0;
+end;
+
+shocks;
+var e; stderr 0.009;
+var u; stderr 0.009;
+var e, u = phi*0.009*0.009;
+end;
+
+stoch_simul(periods=2100);
}
\ No newline at end of file
diff --git a/doc/userguide/models/RBC_DataGen.mod b/doc/userguide/models/RBC_DataGen.mod
index 23ecdbe47a913613cbf438f67d6d4262946d1242..4a50058e8a41472e3414c72baf205bdba95860c1 100644
--- a/doc/userguide/models/RBC_DataGen.mod
+++ b/doc/userguide/models/RBC_DataGen.mod
@@ -1,208 +1,69 @@
-% Basic RBC Model with Monopolistic Competion.
-
-
-%
-
-
-% Jesus Fernandez-Villaverde
-
-
-% Philadelphia, March 3, 2005
-
-
-
-
-
-%----------------------------------------------------------------
-
-
-% 0. Housekeeping
-
-
-%----------------------------------------------------------------
-
-
-
-
-
-close all
-
-
-
-
-
-%----------------------------------------------------------------
-
-
-% 1. Defining variables
-
-
-%----------------------------------------------------------------
-
-
-
-
-
-var y c k i l y_l w r z;
-
-
-varexo e;
-
-
-
-
-
-parameters beta psi delta alpha rho gamma sigma epsilon;
-
-
-
-
-
-%----------------------------------------------------------------
-
-
-% 2. Calibration
-
-
-%----------------------------------------------------------------
-
-
-
-
-
-alpha = 0.33;
-
-
-beta = 0.99;
-
-
-delta = 0.023;
-
-
-psi = 1.75;
-
-
-rho = 0.95;
-
-
-sigma = (0.007/(1-alpha));
-
-
-epsilon = 10;
-
-
-
-
-
-%----------------------------------------------------------------
-
-
-% 3. Model
-
-
-%----------------------------------------------------------------
-
-
-
-
-
-model;
-
-
- (1/c) = beta*(1/c(+1))*(1+r(+1)-delta);
-
-
- psi*c/(1-l) = w;
-
-
- c+i = y;
-
-
- y = (k(-1)^alpha)*(exp(z)*l)^(1-alpha);
-
-
- w = y*((epsilon-1)/epsilon)*(1-alpha)/l;
-
-
- r = y*((epsilon-1)/epsilon)*alpha/k;
-
-
- i = k-(1-delta)*k(-1);
-
-
- y_l = y/l;
-
-
- z = rho*z(-1)+e;
-
-
-end;
-
-
-
-
-
-%----------------------------------------------------------------
-
-
-% 4. Computation
-
-
-%----------------------------------------------------------------
-
-
-
-
-
-initval;
-
-
- k = 9;
-
-
- c = 0.76;
-
-
- l = 0.3;
-
-
- w = 2.07;
-
-
- r = 0.03;
-
-
- z = 0;
-
-
- e = 0;
-
-
-end;
-
-
-
-
-
-shocks;
-
-
-var e = sigma^2;
-
-
-end;
-
-
-
-
-
-steady;
-
-
-
-
-
-stoch_simul(periods=1000,irf=0,simul_seed=3);
-datatomfile('simuldataRBC',[]);
-return;
-
+% Basic RBC Model with Monopolistic Competion.
+%
+% Jesus Fernandez-Villaverde
+% Philadelphia, March 3, 2005
+%----------------------------------------------------------------
+% 0. Housekeeping
+%----------------------------------------------------------------
+
+close all
+
+%----------------------------------------------------------------
+% 1. Defining variables
+%----------------------------------------------------------------
+
+var y c k i l y_l w r z;
+varexo e;
+parameters beta psi delta alpha rho gamma sigma epsilon;
+
+%----------------------------------------------------------------
+% 2. Calibration
+%----------------------------------------------------------------
+
+alpha = 0.33;
+beta = 0.99;
+delta = 0.023;
+psi = 1.75;
+rho = 0.95;
+sigma = (0.007/(1-alpha));
+epsilon = 10;
+
+%----------------------------------------------------------------
+% 3. Model
+%----------------------------------------------------------------
+
+model;
+ (1/c) = beta*(1/c(+1))*(1+r(+1)-delta);
+ psi*c/(1-l) = w;
+ c+i = y;
+ y = (k(-1)^alpha)*(exp(z)*l)^(1-alpha);
+ w = y*((epsilon-1)/epsilon)*(1-alpha)/l;
+ r = y*((epsilon-1)/epsilon)*alpha/k;
+ i = k-(1-delta)*k(-1);
+ y_l = y/l;
+ z = rho*z(-1)+e;
+end;
+
+%----------------------------------------------------------------
+% 4. Computation
+%----------------------------------------------------------------
+
+initval;
+ k = 9;
+ c = 0.76;
+ l = 0.3;
+ w = 2.07;
+ r = 0.03;
+ z = 0;
+ e = 0;
+end;
+
+shocks;
+var e = sigma^2;
+end;
+
+steady;
+
+stoch_simul(periods=1000,irf=0,simul_seed=3);
+datatomfile('simuldataRBC',[]);
+return;
\ No newline at end of file
diff --git a/doc/userguide/models/RBC_Est.mod b/doc/userguide/models/RBC_Est.mod
index 746882ea3d00baf455b291864c2edad4286695b3..a039e141d42d846b8868768d7aaa90d65256060b 100644
--- a/doc/userguide/models/RBC_Est.mod
+++ b/doc/userguide/models/RBC_Est.mod
@@ -1,40 +1,39 @@
-var y c k i l y_l w r z;
-varexo e;
-parameters beta psi delta alpha rho epsilon;
-
-model;
-(1/c) = beta*(1/c(+1))*(1+r(+1)-delta);
-psi*c/(1-l) = w;
-c+i = y;
-y = (k(-1)^alpha)*(exp(z)*l)^(1-alpha);
-w = y*((epsilon-1)/epsilon)*(1-alpha)/l;
-r = y*((epsilon-1)/epsilon)*alpha/k(-1);
-i = k-(1-delta)*k(-1);
-y_l = y/l;
-z = rho*z(-1)+e;
-end;
+var y c k i l y_l w r z;
+varexo e;
+parameters beta psi delta alpha rho epsilon;
-varobs y;
-
-initval;
- k = 9;
- c = 0.76;
- l = 0.3;
- w = 2.07;
- r = 0.03;
- z = 0;
- e = 0;
-end;
-
-estimated_params;
-alpha, beta_pdf, 0.35, 0.02;
-beta, beta_pdf, 0.99, 0.002;
-delta, beta_pdf, 0.025, 0.003;
-psi, gamma_pdf, 1.75, 0.02;
-rho, beta_pdf, 0.95, 0.05;
-epsilon, gamma_pdf, 10, 0.003;
-stderr e, inv_gamma_pdf, 0.01, inf;
-end;
-
-
-estimation(datafile=simuldataRBC,nobs=200,first_obs=500,mh_replic=2000,mh_nblocks=2,mh_drop=0.45,mh_jscale=0.8);
+model;
+(1/c) = beta*(1/c(+1))*(1+r(+1)-delta);
+psi*c/(1-l) = w;
+c+i = y;
+y = (k(-1)^alpha)*(exp(z)*l)^(1-alpha);
+w = y*((epsilon-1)/epsilon)*(1-alpha)/l;
+r = y*((epsilon-1)/epsilon)*alpha/k(-1);
+i = k-(1-delta)*k(-1);
+y_l = y/l;
+z = rho*z(-1)+e;
+end;
+
+varobs y;
+
+initval;
+ k = 9;
+ c = 0.76;
+ l = 0.3;
+ w = 2.07;
+ r = 0.03;
+ z = 0;
+ e = 0;
+end;
+
+estimated_params;
+alpha, beta_pdf, 0.35, 0.02;
+beta, beta_pdf, 0.99, 0.002;
+delta, beta_pdf, 0.025, 0.003;
+psi, gamma_pdf, 1.75, 0.02;
+rho, beta_pdf, 0.95, 0.05;
+epsilon, gamma_pdf, 10, 0.003;
+stderr e, inv_gamma_pdf, 0.01, inf;
+end;
+
+estimation(datafile=simuldataRBC,nobs=200,first_obs=500,mh_replic=2000,mh_nblocks=2,mh_drop=0.45,mh_jscale=0.8);
diff --git a/doc/userguide/models/RBC_Monop_Det.mod b/doc/userguide/models/RBC_Monop_Det.mod
index 396b53ee9bcc62cb216f27c3a4f3538a70463bc1..0ef7275a474fe08950c2f9606ef8586ac476b143 100644
--- a/doc/userguide/models/RBC_Monop_Det.mod
+++ b/doc/userguide/models/RBC_Monop_Det.mod
@@ -1,41 +1,42 @@
-var y c k i l y_l w r ;
-varexo z;
-parameters beta psi delta alpha sigma epsilon;
-alpha = 0.33;
-beta = 0.99;
-delta = 0.023;
-psi = 1.75;
-sigma = (0.007/(1-alpha));
-epsilon = 10;
-
-model;
- (1/c) = beta*(1/c(+1))*(1+r(+1)-delta);
- psi*c/(1-l) = w;
- c+i = y;
- y = (k(-1)^alpha)*(exp(z)*l)^(1-alpha);
- w = y*((epsilon-1)/epsilon)*(1-alpha)/l;
- r = y*((epsilon-1)/epsilon)*alpha/k(-1);
- i = k-(1-delta)*k(-1);
- y_l = y/l;
-end;
-
-initval;
- k = 9;
- c = 0.7;
- l = 0.3;
- w = 2.0;
- r = 0;
- z = 0;
-end;
-
-steady;
-
-check;
-
-shocks;
-var z;
-periods 1:9;
-values 0.1;
-end;
-
+var y c k i l y_l w r ;
+varexo z;
+parameters beta psi delta alpha sigma epsilon;
+
+alpha = 0.33;
+beta = 0.99;
+delta = 0.023;
+psi = 1.75;
+sigma = (0.007/(1-alpha));
+epsilon = 10;
+
+model;
+ (1/c) = beta*(1/c(+1))*(1+r(+1)-delta);
+ psi*c/(1-l) = w;
+ c+i = y;
+ y = (k(-1)^alpha)*(exp(z)*l)^(1-alpha);
+ w = y*((epsilon-1)/epsilon)*(1-alpha)/l;
+ r = y*((epsilon-1)/epsilon)*alpha/k(-1);
+ i = k-(1-delta)*k(-1);
+ y_l = y/l;
+end;
+
+initval;
+ k = 9;
+ c = 0.7;
+ l = 0.3;
+ w = 2.0;
+ r = 0;
+ z = 0;
+end;
+
+steady;
+
+check;
+
+shocks;
+var z;
+periods 1:9;
+values 0.1;
+end;
+
simul(periods=2100);
\ No newline at end of file
diff --git a/doc/userguide/models/RBC_Monop_JFV.mod b/doc/userguide/models/RBC_Monop_JFV.mod
index 82020e33531346997b90f7515f9f9eb36b7721c9..652de50ecd679b67f21e600e7e46a208fbda915f 100644
--- a/doc/userguide/models/RBC_Monop_JFV.mod
+++ b/doc/userguide/models/RBC_Monop_JFV.mod
@@ -1,133 +1,45 @@
-
-// Adapted from Jesus Fernandez-Villaverde, Basic RBC Model with Monopolistic Competion Philadelphia, March 3, 2005
-
-
-
-
-
-
-var y c k i l y_l w r z;
-
-
-varexo e;
-
-
-
-
-
-parameters beta psi delta alpha rho gamma sigma epsilon;
-
-
-
-alpha = 0.33;
-
-
-beta = 0.99;
-
-
-delta = 0.023;
-
-
-psi = 1.75;
-
-
-rho = 0.95;
-
-
-sigma = (0.007/(1-alpha));
-
-
-epsilon = 10;
-
-
-
-
-
-model;
-
-
- (1/c) = beta*(1/c(+1))*(1+r(+1)-delta);
-
-
- psi*c/(1-l) = w;
-
-
- c+i = y;
-
-
- y = (k(-1)^alpha)*(exp(z)*l)^(1-alpha);
-
-
- w = y*((epsilon-1)/epsilon)*(1-alpha)/l;
-
-
- r = y*((epsilon-1)/epsilon)*alpha/k(-1);
-
-
- i = k-(1-delta)*k(-1);
-
-
- y_l = y/l;
-
-
- z = rho*z(-1)+e;
-
-
-end;
-
-
-
-initval;
-
-
- k = 9;
-
-
- c = 0.76;
-
-
- l = 0.3;
-
-
- w = 2.07;
-
-
- r = 0.03;
-
-
- z = 0;
-
-
- e = 0;
-
-
-end;
+// Adapted from Jesus Fernandez-Villaverde, Basic RBC Model with Monopolistic Competion Philadelphia, March 3, 2005
+var y c k i l y_l w r z;
+varexo e;
+parameters beta psi delta alpha rho gamma sigma epsilon;
+
+alpha = 0.33;
+beta = 0.99;
+delta = 0.023;
+psi = 1.75;
+rho = 0.95;
+sigma = (0.007/(1-alpha));
+epsilon = 10;
+
+model;
+ (1/c) = beta*(1/c(+1))*(1+r(+1)-delta);
+ psi*c/(1-l) = w;
+ c+i = y;
+ y = (k(-1)^alpha)*(exp(z)*l)^(1-alpha);
+ w = y*((epsilon-1)/epsilon)*(1-alpha)/l;
+ r = y*((epsilon-1)/epsilon)*alpha/k(-1);
+ i = k-(1-delta)*k(-1);
+ y_l = y/l;
+ z = rho*z(-1)+e;
+end;
+
+initval;
+ k = 9;
+ c = 0.76;
+ l = 0.3;
+ w = 2.07;
+ r = 0.03;
+ z = 0;
+ e = 0;
+end;
+
+steady;
+check;
+
+shocks;
+var e = sigma^2;
+end;
steady;
-check;
-
-
-
-
-shocks;
-
-
-var e = sigma^2;
-
-
-end;
-
-
-
-
-
-steady;
-
-
-
-
-
-stoch_simul(periods=2100);
-
-
+stoch_simul(periods=2100);
diff --git a/doc/userguide/models/fs2000ns.mod b/doc/userguide/models/fs2000ns.mod
index f66542992b4f1a1e0ae60939a6412dc0841d9454..874a6864634846f58a95a3924ee3e52bab232d23 100644
--- a/doc/userguide/models/fs2000ns.mod
+++ b/doc/userguide/models/fs2000ns.mod
@@ -1,86 +1,81 @@
-// This file replicates the estimation of the CIA model from
-// Frank Schorfheide (2000) "Loss function-based evaluation of DSGE models"
-// Journal of Applied Econometrics, 15, 645-670.
-// the data are the ones provided on Schorfheide's web site with the programs.
-// http://www.econ.upenn.edu/~schorf/programs/dsgesel.ZIP
-// You need to have fsdat.m in the same directory as this file.
-// This file replicates:
-// -the posterior mode as computed by Frank's Gauss programs
-// -the parameter mean posterior estimates reported in the paper
-// -the model probability (harmonic mean) reported in the paper
-// This file was tested with dyn_mat_test_0218.zip
-// the smooth shocks are probably stil buggy
-//
-// The equations are taken from J. Nason and T. Cogley (1994)
-// "Testing the implications of long-run neutrality for monetary business
-// cycle models" Journal of Applied Econometrics, 9, S37-S70.
-// Note that there is an initial minus sign missing in equation (A1), p. S63.
-//
-// Michel Juillard, February 2004
-
-var m P c e W R k d n l Y_obs P_obs y dA;
-varexo e_a e_m;
-
-parameters alp bet gam mst rho psi del;
-
-
-
-model;
-dA = exp(gam+e_a);
-log(m) = (1-rho)*log(mst) + rho*log(m(-1))+e_m;
--P/(c(+1)*P(+1)*m)+bet*P(+1)*(alp*exp(-alp*(gam+log(e(+1))))*k^(alp-1)*n(+1)^(1-alp)+(1-del)*exp(-(gam+log(e(+1)))))/(c(+2)*P(+2)*m(+1))=0;
-W = l/n;
--(psi/(1-psi))*(c*P/(1-n))+l/n = 0;
-R = P*(1-alp)*exp(-alp*(gam+e_a))*k(-1)^alp*n^(-alp)/W;
-1/(c*P)-bet*P*(1-alp)*exp(-alp*(gam+e_a))*k(-1)^alp*n^(1-alp)/(m*l*c(+1)*P(+1)) = 0;
-c+k = exp(-alp*(gam+e_a))*k(-1)^alp*n^(1-alp)+(1-del)*exp(-(gam+e_a))*k(-1);
-P*c = m;
-m-1+d = l;
-e = exp(e_a);
-y = k(-1)^alp*n^(1-alp)*exp(-alp*(gam+e_a));
-Y_obs/Y_obs(-1) = dA*y/y(-1);
-P_obs/P_obs(-1) = (P/P(-1))*m(-1)/dA;
-end;
-
-varobs P_obs Y_obs;
-
-observation_trends;
-P_obs (log(mst)-gam);
-Y_obs (gam);
-end;
-
-unit_root_vars P_obs Y_obs;
-
-initval;
-k = 6;
-m = mst;
-P = 2.25;
-c = 0.45;
-e = 1;
-W = 4;
-R = 1.02;
-d = 0.85;
-n = 0.19;
-l = 0.86;
-y = 0.6;
-dA = exp(gam);
-end;
-
-steady;
-
-
-estimated_params;
-alp, beta_pdf, 0.356, 0.02;
-bet, beta_pdf, 0.993, 0.002;
-gam, normal_pdf, 0.0085, 0.003;
-mst, normal_pdf, 1.0002, 0.007;
-rho, beta_pdf, 0.129, 0.223;
-psi, beta_pdf, 0.65, 0.05;
-del, beta_pdf, 0.01, 0.005;
-stderr e_a, inv_gamma_pdf, 0.035449, inf;
-stderr e_m, inv_gamma_pdf, 0.008862, inf;
-end;
-
-
-estimation(datafile=fsdat,nobs=192,loglinear,mh_replic=2000,
+// This file replicates the estimation of the CIA model from
+// Frank Schorfheide (2000) "Loss function-based evaluation of DSGE models"
+// Journal of Applied Econometrics, 15, 645-670.
+// the data are the ones provided on Schorfheide's web site with the programs.
+// http://www.econ.upenn.edu/~schorf/programs/dsgesel.ZIP
+// You need to have fsdat.m in the same directory as this file.
+// This file replicates:
+// -the posterior mode as computed by Frank's Gauss programs
+// -the parameter mean posterior estimates reported in the paper
+// -the model probability (harmonic mean) reported in the paper
+// This file was tested with dyn_mat_test_0218.zip
+// the smooth shocks are probably stil buggy
+//
+// The equations are taken from J. Nason and T. Cogley (1994)
+// "Testing the implications of long-run neutrality for monetary business
+// cycle models" Journal of Applied Econometrics, 9, S37-S70.
+// Note that there is an initial minus sign missing in equation (A1), p. S63.
+//
+// Michel Juillard, February 2004
+
+var m P c e W R k d n l Y_obs P_obs y dA;
+varexo e_a e_m;
+parameters alp bet gam mst rho psi del;
+
+model;
+dA = exp(gam+e_a);
+log(m) = (1-rho)*log(mst) + rho*log(m(-1))+e_m;
+-P/(c(+1)*P(+1)*m)+bet*P(+1)*(alp*exp(-alp*(gam+log(e(+1))))*k^(alp-1)*n(+1)^(1-alp)+(1-del)*exp(-(gam+log(e(+1)))))/(c(+2)*P(+2)*m(+1))=0;
+W = l/n;
+-(psi/(1-psi))*(c*P/(1-n))+l/n = 0;
+R = P*(1-alp)*exp(-alp*(gam+e_a))*k(-1)^alp*n^(-alp)/W;
+1/(c*P)-bet*P*(1-alp)*exp(-alp*(gam+e_a))*k(-1)^alp*n^(1-alp)/(m*l*c(+1)*P(+1)) = 0;
+c+k = exp(-alp*(gam+e_a))*k(-1)^alp*n^(1-alp)+(1-del)*exp(-(gam+e_a))*k(-1);
+P*c = m;
+m-1+d = l;
+e = exp(e_a);
+y = k(-1)^alp*n^(1-alp)*exp(-alp*(gam+e_a));
+Y_obs/Y_obs(-1) = dA*y/y(-1);
+P_obs/P_obs(-1) = (P/P(-1))*m(-1)/dA;
+end;
+
+varobs P_obs Y_obs;
+
+observation_trends;
+P_obs (log(mst)-gam);
+Y_obs (gam);
+end;
+
+unit_root_vars P_obs Y_obs;
+
+initval;
+k = 6;
+m = mst;
+P = 2.25;
+c = 0.45;
+e = 1;
+W = 4;
+R = 1.02;
+d = 0.85;
+n = 0.19;
+l = 0.86;
+y = 0.6;
+dA = exp(gam);
+end;
+
+steady;
+
+estimated_params;
+alp, beta_pdf, 0.356, 0.02;
+bet, beta_pdf, 0.993, 0.002;
+gam, normal_pdf, 0.0085, 0.003;
+mst, normal_pdf, 1.0002, 0.007;
+rho, beta_pdf, 0.129, 0.223;
+psi, beta_pdf, 0.65, 0.05;
+del, beta_pdf, 0.01, 0.005;
+stderr e_a, inv_gamma_pdf, 0.035449, inf;
+stderr e_m, inv_gamma_pdf, 0.008862, inf;
+end;
+
+estimation(datafile=fsdat,nobs=192,loglinear,mh_replic=2000,
mode_compute=4,mh_nblocks=2,mh_drop=0.45,mh_jscale=0.65);
\ No newline at end of file