[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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