EViews.com

Good afternoon

Suppose I write the following code:



or



won't that be equivalent to panel with fixed effect?

I'm just curious about it.

Thank you Glenn. I have reviewed your code. It seems to work fine for square matrix. For rectangular matrix, as in the example given below, they don't come close. I compare the following Matlab result with the one from Eviews and find that the orthogonal complement is the last two columns (in this e...

Thank you Glenn for your quick response. The code I'm trying to replicate is this: function Z = null(A,how) [m,n] = size(A); if (nargin > 1) && isequal(how,'r') % Rational basis [R,pivcol] = rref(A); r = length(pivcol); nopiv = 1:n; nopiv(pivcol) = []; Z = zeros(n,n-r,class(A)); if n > r Z(n...

Please can somebody tell me how to obtain the orthogonal complement of A and B matrices of VECM? I'm aware this can be programmed but I can't get a handle on it. I tried to use SVD to obtain the null space following MATLAB null.m, yet SVD in Eviews does not seem to give the whole matrices needed.

Let me help with the first of the problems:

Use Wald:
View-> Coef. Diagn.-> Wald Test Coeff. Res.
type the restricitons there and observe that the standard error reported will do

Hope it helps

You may visit this blog
http://davegiles.blogspot.com/2013/06/a ... tests.html

Hope it helps