Re: [Gretl-users] problem with system instrumental variables
On Thu, 7 Feb 2008, nadaud(a)centre-cired.fr wrote:
I would like to estimate a system of two equations with one
different variable and one instrumented variable (income). So I
use the syntax for tsls to specifiy regressors and instruments
on the same line...
Yes, that method is supposed to work, but it seems to have got
broken at some point (assuming it ever really worked!).
I'm investigating this now and will report back before long.
Allin.