Impressive. Thanks, Wilson Mixon
Allin Cottrell wrote: > Sorry, I forgot to mention: I have revamped the "system" command and > added a new command, "estimate", so that one can define an equation > system then estimate it using various methods. > > I'm attaching the latest revision of the gretl demo file klein.inp, > which provides an example of how this works. > >------------------------------------------------------------------------ > ># Klein's "Model 1" (1950) >open klein.gdt >genr W = Wp + Wg >genr A = t - 1931 >genr P1 = P(-1) >genr X1 = X(-1) ># Equation-by-equation OLS >ols C 0 P P1 W >ols I 0 P P1 K1 >ols Wp 0 X X1 A ># Equation-by-equation TSLS >tsls C 0 P P1 W ; 0 G T A Wg P1 K1 X1 >tsls I 0 P P1 K1 ; 0 G T A Wg P1 K1 X1 >tsls Wp 0 X X1 A ; 0 G T A Wg P1 K1 X1 ># Now set the model up as a system >system name="Klein Model 1" > equation C 0 P P1 W > equation I 0 P P1 K1 > equation Wp 0 X X1 A > identity P = X - T - Wp > identity W = Wp + Wg > identity X = C + I + G > endog C I Wp P W X >end system ># and estimate it in various ways >estimate "Klein Model 1" method=3sls >estimate "Klein Model 1" method=fiml >estimate "Klein Model 1" method=liml > > > > >------------------------------------------------------------------------ > >_______________________________________________ >Gretl-users mailing list >Gretl-users(a)ricardo.ecn.wfu.edu >http://ricardo.ecn.wfu.edu/mailman/listinfo/gretl-users > >
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