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 User’s Guide, but I don’t find anything about SUR systems. I’d 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 “White’s type”?

Thanks a lot

Javi