Hi, while I still have to deliver on my semi-commitment to come up with some documentation for system estimation (someday...), here's a suggestion to append the existing explanation in the reference for the 'system' command: <to append to the 'system' doc> Gretl/hansl also allows to define the system in a programmatic way. This is useful if the precise specification of the system depends on some input parameters that are not known in advance, but are given when the script is actually run. (This feature was added in version 1.9.7) The relevant syntax is given by the 'equations' keyword (note the plural), which replaces the block of 'equation' lines in the standard form. An 'equations' line requires two list arguments: The first list must contain all series on the left-hand side of the system. Thus the number of elements in this first list determines the number of equations in the system. The second list is a "list of lists", which is a special variant of a list in gretl/hansl. That is, for each equation of the system you must provide a list of right-hand side variables, and the lists for all equations must then be joined by assigning them to another list object; in that assignment, they must be separated by a semicolon. Here is an example for a two-equation system: list syslistoflists = equ1reglist ; equ2reglist Therefore, specifying a system generically in this way just involves building the necessary list arguments. Example: open denmark list alllhs = LRM LRY list joinedrhs = const LRM(-1) IBO(-1) IDE(-1) ; const LRY(-1) IBO(-1) system method=ols equations alllhs joinedrhs end system Another issue when programming a multiple-equation system in a flexible way is how to save and reuse a system specification inside a function. (You cannot use the "<-" name assignment syntax there, because that would alter the session icon view, and that is not allowed from inside functions.) Instead you simply have to omit the "method=estimator" specifier from the 'system' line. Then the 'system ... end system' block creates an anonymous system which you can afterwards address with the 'estimate' and 'restrict' commands by using the '$system' accessor. Only the system which was specified last can be accessed in this way. Example: function void anonsys(series x, series y) system equation x const equation y const end system estimate $system method=ols estimate $system method=sur restrict $system b[1,1]=1 end restrict estimate $system method=ols end function open denmark anonsys(LRY,LRM) </to append to the 'system' doc> cheers, sven