/usr/share/gretl/scripts/ps13-1.inp is in gretl-common 2016a-1.
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1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 | # PS13.1, for the Application in Section 13.6
open data13-1
genr TAXt=100*GOVREC/Pt
# generate disposable income
genr DISPINCM=GDP-TAXt
# generate real money supply
genr M=100*MONYSUP/Pt
# generate per capita measures
genr Yt=GDP/POP
genr Ct=CONS/POP
genr It=INV/POP
genr Gt=GOVEXP/POP
genr Tt=TAXt/POP
genr Xt=EXPORTS/POP
genr IMPt=IMPORTS/POP
genr DYt=DISPINCM/POP
genr Mt=M/POP
lags Yt Ct It Gt Xt DYt Mt rt
smpl 1960 1993
# TSLS estimation
tsls Ct 0 Ct_1 DYt DYt_1 ; 0 Ct_1 DYt_1 It_1 Yt_1 rt_1 Mt Mt_1 Gt Xt
tsls It 0 It_1 Yt Yt_1 rt rt_1 ; 0 Ct_1 DYt_1 It_1 Yt_1 rt_1 Mt Mt_1 Gt Xt
tsls rt 0 rt_1 Yt Yt_1 Mt Mt_1 ; 0 Ct_1 DYt_1 It_1 Yt_1 rt_1 Mt Mt_1 Gt Xt
tsls rt 0 rt_1 Yt Mt Mt_1 ; 0 Ct_1 DYt_1 It_1 Yt_1 rt_1 Mt Mt_1 Gt Xt
tsls Tt 0 Yt ; 0 Ct_1 DYt_1 It_1 Yt_1 rt_1 Mt Mt_1 Gt Xt
tsls IMPt 0 Yt ; 0 Ct_1 DYt_1 It_1 Yt_1 rt_1 Mt Mt_1 Gt Xt
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