[Gretl-users] problem with system instrumental variables
Allin Cottrell
cottrell at wfu.edu
Thu Feb 7 14:09:54 EST 2008
On Thu, 7 Feb 2008, Allin Cottrell wrote:
> On Thu, 7 Feb 2008, nadaud at centre-cired.fr wrote:
>
> > I would like to estimate a system of two equations with one
> > different variable and one instrumented variable (income). So I
> > use the syntax for tsls to specifiy regressors and instruments
> > on the same line...
>
> Yes, that method is supposed to work, but it seems to have got
> broken at some point (assuming it ever really worked!).
>
> I'm investigating this now and will report back before long.
Please try the new snapshot
http://ricardo.ecn.wfu.edu/pub/gretl/gretl_install.exe
The more obvious problems are fixed, I think. I will do some
checking against R.
Allin.
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