Sven Schreiber schrieb: > > Also, I don't see any remark in the output on whether I used a HAC > covariance matrix estimator or not. (This actually also seems to apply > to plain OLS, was this the case already in earlier versions? All this > is with 1.7.0 on windows.) > To add to the list of small tsls quirks, it seems to me that the printed information about the specification is not complete. Consider the command
tsls y1 0 y2 x1 ; x1 x2 This means that x1 is its own instrument and thus is considered to be exogenous, but y2 is endogenous and needs to be instrumented. However, gretl's output just says: "instruments: x2" and thus the status of y2 and x1 is not clear from the output alone, which should be the case IMHO. thanks, sven
