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