Search found 3 matches

by gs2440
Fri Sep 11, 2009 2:44 pm
Forum: Data Manipulation
Topic: Near Singular Matrix
Replies: 6
Views: 16309

Re: Near Singular Matrix

The equation that i am using to invert the Matrix is Expected Return of a Black Litteman Model (where the matrix being inverted is the Covariance Matrix, Sigma). If you assume 1.55 x 10 ^ (-101) as zero then the final form the equatiom takes is 0/0 (where both numbers are not zero but tending to zer...
by gs2440
Thu Sep 10, 2009 2:37 pm
Forum: Data Manipulation
Topic: Near Singular Matrix
Replies: 6
Views: 16309

Near Singular Matrix

Hi, As a part of some complex calculation I am simply trying to invert a matrix in e views. However everytime i get the error 'Near Singular matrix...' The determinant agreed is very small, however i dont need the inverted matrix (with large elements), rather its being invereted as a part of some tr...
by gs2440
Tue Jul 28, 2009 8:24 am
Forum: Estimation
Topic: Black Litterman Model
Replies: 3
Views: 7294

Black Litterman Model

Hi, I am trying to write a EViews code for a simple Black Litterman model. Since i am a relatively new to eviews world, just wanted to enquire ---Do we have any built in command for solving Black Litterman with input parameters? If not then --What is the command to solve a quadratic program in EView...

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