Hi! Thank you all for your help. I finally gave up on automating this part as I had a deadline to meet, but I added SAS code in the end to replace what I was doing on Excel so that it doesn't take too long for each Beta. It is not a very elegant way of solving my problem but it at least it works! ... View more

Thank you for your help Daman! I tried what you advised, however I don't know what to use as my by variable. I thought it would be the year, but year is also my ID variable.I think I don't have any cross-sectional variable, as I only have one value of GDP per year. I get the error message: "ERROR: There is only 1 usable input observation. At least 2 are required. (Some observations        may have been ignored because of previous errors.) NOTE: The above message was for the following BY group:       Year=2034" " " ... View more

Thank you Ken! I have tried turning ODS GRAPHICS ON as well as resetting all ODS options, and it did not change anything (I have tried both with my models and the example, to be sure the problem does not come from my modelling). I still only get the first model. It is really weird, I could not find anything online on this printing problem, including on this page. However, it seems that I can get the results for the three models by switching their position (for instance, if I want to get the final 3SLS results for log(DepVar2), I can use proc syslin data=Data.data 3sls first; endogenous log(DepVar1) log(DepVar2) log(DepVar3); instruments log(Exogenous1) Dummy1 Dummy2 Dummy3 log(Exogenous2) Dummy4 log(Exogenous3) InstrumentVar InstrumentVar2 Trend lag(log(DepVar3)) lag(log(DepVar1)/log(DepVar3)); model log(DepVar2) = log(Exogenous2) log(DepVar1) log(DepVar3) Dummy4 log(Exogenous3) InstrumentVar InstrumentVar2 Trend; restrict log(DepVar1) = - log(DepVar3); model log(DepVar1) = log(Exogenous1) log(DepVar2) Dummy4 Dummy1 Dummy2 Dummy3 InstrumentVar2 Trend; model log(DepVar3) = lag(log(DepVar3)) log(Exogenous1) lag(log(DepVar1)/log(DepVar3)); run; ) It is not a "clean" solution, but at least it gives me the good estimates. I am still very interested in finding out where this problem comes from, I am going to keep looking. I don't think it is useful I send you my dataset, as I get the same problem with the example. Thank you very much for your help Ken! Maxime ... View more

Thank you Steve, I'll try posting this on the forecasting forum then. ... View more