On Mon, 22 Feb 2010, [ISO-8859-1] S�bastien Rodrigue-Priv� wrote: Huge mission is no problem (a short script) for gretl. <script> # create big list of all dependent series list ylist = I*EX I*IM I*IT # and the list of regressors list xlist = # <- put your regressors here # full results matrix, starts out empty matrix Res = {} loop foreach i ylist --quiet # deflate the series series $i_def = $i / def_us # run the regression ols $i_def 0 xlist --quiet # grab the coefficients and standard errors matrix res = $coeff' | $stderr' # and add them to the big results matrix Res = Res | res endloop # open a file, and write out the results outfile "results.txt" --write printf "%#12.6g", Res outfile --close </script> Now open results.txt in your spreadsheet program. It will have 2 * 883 rows, each pair of rows containing the coefficients and standard errors from one of the regressions. If you want additional information in results.txt (e.g. the R-squared values from the regressions), or you want t-ratios instead of standard errors, that is "left as an exercise". Note that the operator "|" appends the right operand (matrix) below the left operand (matrix). The operator "~" works in a similar way but appends the second matrix to the right of the first, "growing" it column-wise. Allin Cottrell