[Gretl-devel] Re: system: problems with specification details (instruments/endogenous)
On 08.12.20 04:22, Allin Cottrell wrote:
In current git you'll find a new branch, system-new (I'm branching
because this could break stuff, in ways not easily foreseen). In
system-new, we support estimation of a system defined via per-equation
tsls-style lists, as in Kmenta above, using all the estimators
accepted by "system", as follows:
* tsls, 3sls and liml: respect the given per-equation lists.
Seems to work fine.
* ols, wls and sur: construct temporary lists with the instruments
chopped off.
ditto
* fiml: construct temporary lists using all exogenous variables as
instruments.
here I get a segfault! (on Ubuntu)
thanks
sven