ARDL and singular matrix

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idomen
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Joined: Tue Apr 23, 2019 6:16 am

ARDL and singular matrix

Postby idomen » Wed Jun 26, 2019 6:35 am

I am trying to estimate an ARDL with 9 variables and 60 obs with automatic lag selection and SC criterion but the error message is "singular matrix". How can I resolve this issue ?

EViews Gareth
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Re: ARDL and singular matrix

Postby EViews Gareth » Wed Jun 26, 2019 7:31 am

Remove whatever variables are creating the singularity.
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startz
Non-normality and collinearity are NOT problems!
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Re: ARDL and singular matrix

Postby startz » Wed Jun 26, 2019 9:16 am

Does it make a difference if you turn off automatic lag selection?


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