EViews.com

Thanks Chris, your answer is great and enough. I needed to include it somewhere and was struggling to find this piece of information anywhere on the web / manual. Just for your reference by naive "direct inverse formula", I meant the algebraic solution to normal equations, b = (X'X)^-1 X'y...

Hi all, I hope you are well, got a simple one for you... Can anoyone please tell me what numerical algorithm is internally used in EViews for least squares estimation (the most ordinary one "LS - Least Squares (NLS & ARMA)")? Is it one of the decomposition algorithms like QR or SVD? Or...