I need another information. I'm struggling to make a two least squares estimation from
my panel data.
Can you please give me the text i need to write in the command window to tell gretl that i
want to estimate a system of two equations with dependent, endogenous and instrument
variables??
I have one main equation:
RIT = VEGA + ASSET + TRAD + CIL + CONC + TIME DUMMIES
in this equation RIT and VEGA are endogenous, so i want the second equation to be
VEGA = RIT + ASSET + TRAD + CIL + CONC + TIME DUMMIES
Please can anybody help me?? i'm going mad cause gretl always gives me error!
thanks really thanks
GM