On Wed, 21 Apr 2010, Erhan Azrai wrote: > I am having trouble to convert a piece eviews code below to gretl > system. The code is used to solve an OLG model of 8 simultaneous > equations. Can it even be done? Thank you. > > model mv20den > > 'equations for the model = 8 simultaneous equations > > 'Equation 1 : gamma_EA ~human capital accumulation > mv20den.append gamma_EA = (A_9 * (z_tilde ^ (-nu_3))) - 1 > > 'Equation 2 : gamma_M ~growth accumulation > mv20den.append gamma_M = A_12 * (z_tilde ^ (1 -phi_2) ) * chi_tilde * > phi_tilde > > 'Equation 3 : z2 ~ > mv20den.append z2 = A_12 * (z_tilde ^ (1 -phi_2) ) * chi_tilde * phi_tilde
At present gretl's "system" command does not support systems of nonlinear equations. The most promising option in gretl may be to use gmm, since you can specify multiple orthogonality conditions and are not limited to linear specifications. Allin Cottrell
