Hi Here is something I cannot understand in Gretl. I am using two time series in order to do an ADL model. To do this, I wanna use Bewley transformation which is to estimate the following ADL: y = alpha + beta d_y + .... + gama d_x + ...+ lambda x +...+ random. This has to be made using the lags of y and x as instruments. So I "added" the lags in the gretl file and thought it would be just easy as always. However, when you open the Instrumental Variable window, the lags added are not there. If I use the lags of this window, I cannot use them as instruments, only as independent variables. What should I do to solve this? Thanks for your time and attention. Claudio -- http://www.shikida.net and http://works.bepress.com/claudio_shikida/ Esta mensagem pode conter informação confidencial e/ou privilegiada. Se você não for o destinatário ou a pessoa autorizada a receber esta mensagem, não poderá usar, copiar ou divulgar as informações nela contidas ou tomar qualquer ação baseada nessas informações. Se você recebeu esta mensagem por engano, por favor avise imediatamente o remetente, respondendo o presente e-mail e apague-o em seguida. This message may contain confidential and/or privileged information. If you are not the addressee or authorized to receive this for the addressee, you must not use, copy, disclose or take any action based on this message or any information herein. If you have received this message in error, please advise the sender immediately by reply e-mail and delete this message.