Yes, but just as independent variables. I cannot include them as instruments. That´s my question. Thanks for answering me, but the problem persists for me. If you can use lags as instruments, so my version has some bug. 

Claudio

2010/5/25 Sven Schreiber <svetosch@gmx.net>
Am 25.05.2010 14:20, schrieb Claudio Shikida (敷田治誠　クラウジオ):
> Hello to all,
>
> Straight to the point. I converted an old Eviews file to Gretl. The
> series were ok, all was going well. They are time series. I updated the
> series and generated the logs, d(logs) and also logs(-k) and dlogs(-k).
> All of this was fine. So I went to the Instrumental Variables in order
> to estimate a Bewley version of a cointegration relationship. It means I
> have to use logs(-k) as instruments. Here is the problem: Gretl doesn´t
> show the logs(-k), neither dlogs(-k) as options to put into the model.
> So I tried to created them in this menu. New failure.
>
> Shortly: instrumental variables just shows me the original variables and
> when I try to enter the lags of several of them as instruments, I can´t.
> I presume I can change the name of the variables and solve this, but I
> would like to know, first, if I am doing some foolish stuff.
>

I'm not sure I understand, because for me the dialog window for IV
regression clearly allows to specify lags (hit the "lags..." button at
the bottom).

-sven




--
http://shikida.net  and http://works.bepress.com/claudio_shikida/

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