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