Am 25.05.2010 14:20, schrieb Claudio Shikida (敷田治誠 クラウジオ):
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.
I'm not sure I understand, because for me the dialog window for IV
regression clearly allows to specify lags (hit the "lags..." button at
the bottom).
-sven