Hello to all,

Straight to the point. I converted an old Eviews file to Gretl. The series were ok, all was going well. They are time series. I updated the series and generated the logs, d(logs) and also logs(-k) and dlogs(-k). All of this was fine. So I went to the Instrumental Variables in order to estimate a Bewley version of a cointegration relationship. It means I have to use logs(-k) as instruments. Here is the problem: Gretl doesn´t show the logs(-k), neither dlogs(-k) as options to put into the model. So I tried to created them in this menu. New failure. 

Shortly: instrumental variables just shows me the original variables and when I try to enter the lags of several of them as instruments, I can´t. I presume I can change the name of the variables and solve this, but I would like to know, first, if I am doing some foolish stuff. 

Thank you so much for your time and attention

Claudio

--
http://shikida.net  and http://works.bepress.com/claudio_shikida/

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