[Gretl-users] simultaneous equations in gretl

Hello all, Up till now, gretl has supported only three-stage least squares for estimating systems of simultaneous equations. Now, in CVS and in the win32 snapshot available from sourceforge, I have added support for FIML and LIML (along with automatic testing of over-identifying restrictions). I have also added the Hansen-Sargan test for over-identifying restrictions, for 3SLS and SUR. I'm looking for help in testing these new additions. I can replicate the benchmark results for that workhorse, Klein's "Model 1", but I'm finding it hard to find other benchmarks to test against. So if anyone has datasets on which they've estimated equation systems using FIML or LIML with other programs, I'd be very grateful if you could either: * See if you can replicate the results using gretl, and let me know what happens; or * Send me a copy of the dataset and the output from the other program, so I can try the replication. Thanks very much for any assistance. -- Allin Cottrell Department of Economics Wake Forest University, NC