Hi <div><br></div><div>Here is something I cannot understand in Gretl. I am using two time series in order to do an ADL model. To do this, I wanna use Bewley transformation which is to estimate the following ADL: y = alpha + beta d_y + .... + gama d_x + ...+ lambda x +...+ random. This has to be made using the lags of y and x as instruments. So I &quot;added&quot; the lags in the gretl file and thought it would be just easy as always.</div>

<div><br></div><div>However, when you open the Instrumental Variable window, the lags added are not there. If I use the lags of this window, I cannot use them as instruments, only as independent variables.</div><div><br>
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<div>What should I do to solve this?</div><div><br></div><div>Thanks for your time and attention.</div><div><br></div><div><br></div><div>Claudio<br clear="all"><div><br></div>-- <br><a href="http://www.shikida.net" target="_blank">http://www.shikida.net</a>  and <a href="http://works.bepress.com/claudio_shikida/" target="_blank">http://works.bepress.com/claudio_shikida/</a><br>

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