Sure, but my question was rather for more general estimators than OLS or 
even 2SLS with instrumental variables. I didn't intend to run a dynamic 
panel regression with Arellano and Bond estimator though. Actually, I was 
wondering if it would be possible to estimate Euler equations derived from a 
CCAPM model for instance.I guess it's not possible to program the implied 
numerical optimization with Gretl in its current state.


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