[Gretl-users] problem with system instrumental variables ==> runs OK

nadaud at centre-cired.fr nadaud at centre-cired.fr
Fri Feb 8 05:45:45 EST 2008


Hello gretl listers ! Greetings from Paris !

First, thank you Allin for the quick fix, you save my day (and maybe my 
week !)

Just installed winsnapshot and tried the 500 observations sample script 
with the tsls syntax command.

All runs smoothly and perfectly ! Once again thank you for the good job.

I will try later my that day the estimation on the whole sample .

I observed that the TSLS type syntax is available for the following 
sytem estimators ('method=xxx' switch) : TSLS ; 3SLS but not for SUR and 
OLS (I did not try the others).
That's perfect as I can do my special Heiein-Wessels 2 step estimation.

By the way, i am currently working intensively with system estimation on 
microdata, and this is the reason of my modest contribution.  I am also 
fond of GRETL and try to do most of my work the jewel, encountering 
these little problems.

Again, thanx, and continue the good job !

sincerely

Franck











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