We     regressed ln(real M1) on ln(real GDP) and ln(T-bill).
Please include the printout of your Eviews output forthe tasks below.




Use IV estimation in EViews to correct for the     problem that the logs of real GDP and of the interest rate might be (only) contemporaneously correlated     with the error term.
Please explain     the instruments that you use and why you use them.  



Dont have any clue of this:(