Dear useRs, I've release a new version of the "dynlm" package to CRAN which adds two new features: o instrumental variables regression (two-stage least squares) via formulas like dynlm(y ~ x1 + x2 | z1 + z2 + z3, data = mydata) where z1, z2, z3 are the instruments which can again contain lags/differences/season via the d()/L()/season() operators. o specification of multiple lags via formulas like dynlm(y ~ L(x, 0:4), data = mydata) where y is regressed on x and lags 1 through 4 of x. Furthermore, I've enhanced some convenience funcitonality such as printing and fixed a bug in the time alignment when there were leading NAs in the underlying data. Z _______________________________________________ R-packages mailing list R-packages at r-project.org https://stat.ethz.ch/mailman/listinfo/r-packages