Sure, but my question was rather for more general estimators than OLS or even 2SLS with instrumental variables. I didn't intend to run a dynamic panel regression with Arellano and Bond estimator though. Actually, I was wondering if it would be possible to estimate Euler equations derived from a CCAPM model for instance.I guess it's not possible to program the implied numerical optimization with Gretl in its current state.

On Wed, 18 Jan 2006, jack wrote: > The good news is that adding GMM is probably doable in a few weeks > (at least 1-step GMM, but probably 2-step can be done in that > timeframe too); the bad news is that neither Allin (I presume) nor I > are able at the moment to tackle this, because we're rather busy with > some new exciting things... I might just add a hint or two at what's going on (I agree, this is exciting). * We're adding a general facility for defining and manipulating matrices. This is fairly well advanced but needs more testing. At present we have most of the standard matrix operators and functions implemented, using a syntax much like ox. People using gretl CVS can read about this in the new manual chapter file, matrices.tex. * We're also adding a general facility for "farming out" tasks from gretl to other programs that offer functionality not (yet) available in gretl. We already do that to some extent with x12arima and tramo/seats, but Jack has developed a more general, elegant and efficient mechanism that will allow gretl to exchange binary information with external programs. Ox is the primary target at present, but R is also a good candidate. In combination, these facilities will greatly increase the opportunities for people to write functions (in gretl script, not C) that extend gretl's capabilites. I'm also working (though this is at an early stage) on a gui interface to such "add-on functions". The idea is you could download these from some repository, then open up a gui window showing what functions are available (and who wrote them, and what their purpose is), with the option of loading any functions of interest into gretl's workspace, where they could be used in scripts or at the gretl console. Perhaps these add-on functions could even attach themselves at appropriate positions in the gretl menu structure, and hence become directly accessible via point-and-click. Allin Cottrell _______________________________________________ Gretl-users mailing list Gretl-users(a)ricardo.ecn.wfu.edu http://ricardo.ecn.wfu.edu/mailman/listinfo/gretl-users