[Gretl-users] Instumental variables

[敷田治誠 クラウジオ]

Hello to all,

Straight to the point. I converted an old Eviews file to Gretl. The series
were ok, all was going well. They are time series. I updated the series and
generated the logs, d(logs) and also logs(-k) and dlogs(-k). All of this was
fine. So I went to the Instrumental Variables in order to estimate a Bewley
version of a cointegration relationship. It means I have to use logs(-k) as
instruments. Here is the problem: Gretl doesn´t show the logs(-k), neither
dlogs(-k) as options to put into the model. So I tried to created them in
this menu. New failure.

Shortly: instrumental variables just shows me the original variables and
when I try to enter the lags of several of them as instruments, I can´t. I
presume I can change the name of the variables and solve this, but I would
like to know, first, if I am doing some foolish stuff.

Thank you so much for your time and attention

Claudio

-- 
http://shikida.net  and http://works.bepress.com/claudio_shikida/

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Hello to all,

Straight to the point. I converted an old Eviews file to Gretl. The series were ok, all was going well. They are time series. I updated the series and generated the logs, d(logs) and also logs(-k) and dlogs(-k). All of this was fine. So I went to the Instrumental Variables in order to estimate a Bewley version of a cointegration relationship. It means I have to use logs(-k) as instruments. Here is the problem: Gretl doesn´t show the logs(-k), neither dlogs(-k) as options to put into the model. So I tried to created them in this menu. New failure. 

Shortly: instrumental variables just shows me the original variables and when I try to enter the lags of several of them as instruments, I can´t. I presume I can change the name of the variables and solve this, but I would like to know, first, if I am doing some foolish stuff. 

Thank you so much for your time and attention

Claudio

--
http://shikida.net  and http://works.bepress.com/claudio_shikida/

Esta mensagem pode conter informação confidencial e/ou privilegiada. Se você não for o destinatário ou a pessoa autorizada a receber esta mensagem, não poderá usar, copiar ou divulgar as informações nela contidas ou tomar qualquer ação baseada nessas informações. Se você recebeu esta mensagem por engano, por favor avise imediatamente o remetente, respondendo o presente e-mail e apague-o em seguida.
This message may contain confidential and/or privileged information. If you are not the addressee or authorized to receive this for the addressee, you must not use, copy, disclose or take any action based on this message or any information herein. If you have received this message in error, please advise the sender immediately by reply e-mail and delete this message.