Am 28.11.2017 um 18:36 schrieb Riccardo (Jack) Lucchetti:
> On Tue, 28 Nov 2017, Sofia Gori wrote:
>
>> Hello,
>>
>> I am a new user there. I'd like to know the steps in order to add
>> instrument variables to a single exogenous variable.
>> In Gretl it seems that you are able to add as many instruments as you
>> want,
>> but you cannot specify the variable to which the instrument is related.
>> Thank you for your attention.
>
> You don't have to. All the instruments act simultaneously on all
> regressors. This is not something gretl-specific, this is the way IV
> estimation works.

Of course Jack is right, but in case the question was meant as to how
certain variables are marked as "endogenous" (and thus needing
instruments):
You announce certain regressors to gretl as exogenous by also including
them in the list of instruments. Then by implication, all regressors
that are _not_ instruments are treated as endogenous.

(A quotation from the TSLS/IV help: "Note that any exogenous regressors
should appear in both lists." [independent variables and instruments])

cheers,
sven
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