Re: [Gretl-users] problem with system instrumental variables
Hello again, and thank you Sven for your advice
I believe that variable 0 refers to the constant. And for TSLS there
was recently some change in whether the constant is automatically
added or not. Don't know whether this applies to 3SLS as well.
Yes that is
right, I add the constant because in my AIDS system,
demographics translate the constant.
So until someone knowledgeable answers this, I can think of two
workarounds that may or may not work:
1) try leaving out the const and check afterwards whether gretl has
added it automatically
2) update to a newer version; if you already use 1.7.1 maybe use the
latest windows snapshot (or cvs, respectively).
No guarantees, but good luck!
And after doing both, the problem persist !
I wonder if it is possible to estimate systems with just one different
variables ? Looking at the example scripts it seems so. Also with the
tsls syntax i can normally specify different instruments for both
equations nope ?
Well let me try something else...
sincerely
Franck