[Gretl-devel] system: problems with specification details (instruments/endogenous)

Hi all system aficionados, here are some examples where I don't quite understand the reasons for the various failures. All are variations of the shipped example script kmenta.inp. (I'm omitting the open kmenta.gdt line at the top to focus on the important stuff.) 1) <hansl> Kmenta <- system equation Q const P D ; const D F A equation Q const P F A ; const D F A end system estimate Kmenta method=ols </hansl> The error message is: "OLS: tsls-style lists not supported" Apart from the fact that the string is not translated (I'm running it in German) I'm not sure why I can't use tsls-style there. OK, strictly speaking the help for system only mentions this "for a system to be estimated via Three-Stage Least Squares", but I thought the whole point of the separate "estimate" line is to be able to apply different estimators to the same system. Or to put it differently: Shouldn't gretl be able to simply ignore the instrument spec when method=ols is chosen? 2) <hansl> Kmenta <- system equation Q const P D equation Q const P F A instr const D F A end system estimate Kmenta method=ols # (error the same for method=3sls) </hansl> Error: "Found 1 endogenous variables but 2 equations" (again untranslated) This looks like an outright bug to me. Fron the "instr" line gretl should understand that Q and P are endogenous. Remember it does that alright in the original formulation with "endog Q P" instead of the instr line. (In that original case $xlist actually evaluates to "const D F A", i.e. exactly like the instr spec above.) (BTW, the 'system' command reference often talks about syntax suitable for Three-Stage Least Squares which kind of sounds as if it's not for other supported estimation methods, but that's not what is meant, right? I guess it's a historical thing (?).) thanks sven