Hi fellow gretl users,
I'm interested in applying nonlinear instrumental variables, like in
section 7.6 of the Davidson/MacKinnon book.
AFAIK it's not directly possible in gretl, but what about using the
generic maximization routine that was recently added to gretl (IIRC)? Is
that ready yet?
Or would it be easy to extend gretl's NLS code to do it natively? (For
people familiar with gretl's interiors, I mean.)
Thanks,
Sven