Hi, again:
Thanks, Sven, your suggestion works perfectly!!!
But I have another question about the methodology that is used. I have been
looking at Gretl Users Guide, but I dont find anything about SUR systems.
Id rather know what technique uses Gretl to estimate SUR systems. Maximum
Likelihood? Feasible Generalized Least Squares? When in the menu we select
iterative process (or something like that), does it mean that it uses time
and again FGLS until the convergence is obtained? If this is the case, what
matrix uses as covariance matrix, one of Whites type?
Thanks a lot
Javi