[Gretl-devel] different behavior of tsls under just ond over identification

Dear All, To reproduce: <hansl> nulldata 20 set seed 13 y1 = normal() y2 = normal() x1 = normal() x2 = normal() y = normal() z1 = normal() z2 = normal() z3 = normal() setinfo y --description="the dependent variable" setinfo y1 --description="endogenous variable" setinfo y2 --description="another endogenous variable" setinfo x1 --description="exogenous variable" setinfo x2 --description="another exogenous variable" setinfo z1 --description="instrument I" setinfo z2 --description="instrument II" setinfo z3 --description="instrument III" mt1 <- tsls y 0 y1 y2 x1 x2; x1 x2 z1 z2 z3 mt1a <- tsls y 0 y1 y2 x1 x2; 0 x1 x2 z1 z2 z3 # mt1 and mt1a gives the same catch tsls y 0 y1 y2 x1 x2; x1 x2 z1 z2 mt2 <- tsls y 0 y1 y2 x1 x2; 0 x1 x2 z1 z2 </hansl> ??? Oleh