Ang. [Gretl-users] nonlinear IV
svetosch(a)gmx.net @ INTERNET skrev 2007-05-22 13:12:59 :
Hi fellow gretl users,
I'm interested in applying nonlinear instrumental variables, like in
section 7.6 of the Davidson/MacKinnon book.
AFAIK it's not directly possible in gretl, but what about using the
generic maximization routine that was recently added to gretl (IIRC)? Is
that ready yet?
A generic minimization (or maximization) command in gretl would really be
welcome. What algorithm will it use? Newton-Raphson?
BTW, when talking about gretl commands, a function "mode()" that calcualtes
the mode, i.e. the value that has the largest number of observations, and a
function "ceiling()" that computes the ceiling function, would be a welcome
addition to be used with the "genr" command.
Med vänliga hälsningar / Best regards
Andreas Karlsson