Re: [Gretl-users] problem with system instrumental variables
On Thu, 7 Feb 2008, nadaud(a)centre-cired.fr wrote:
Finally, my problem is that to do so, I have a system where each
equation have all the same variables in common, except one =>
the Mills ratio. GRETL does not estimate the system when i
specify using the tsls syntax which can in principle allow
equation specific instruments lists. here is where i am.
I see your point. The use of tsls-style syntax to specify
differing instruments per equation should now (CVS and Windows
snapshot) work OK.
Thanks for keeping us honest on system estimation!
Allin.