[Gretl-users] problem with system instrumental variables

[Allin Cottrell]

On Thu, 7 Feb 2008, nadaud at centre-cired.fr wrote:

> Finally, my problem is that to do so, I have a system where each 
> equation have all the same variables in common, except one => 
> the Mills ratio. GRETL does not estimate the system when i 
> specify using the tsls syntax which can in principle allow 
> equation specific instruments lists. here is where i am.

I see your point.  The use of tsls-style syntax to specify 
differing instruments per equation should now (CVS and Windows 
snapshot) work OK.

Thanks for keeping us honest on system estimation!

Allin.