Hi,
Do you know how to maximize a scalar in eViews 5.0 or 6.0? My scalar is a trace of a product of matrix multiplying, say x=tr(A'X'XA) where X is a matrix of observations and A is a matrix of parameters due to restriction A'A=I. Is it possible to do in eViews? And if it is, then how?
martin
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- Fri Mar 05, 2010 7:51 am
- Forum: Estimation
- Topic: scalar maximization
- Replies: 0
- Views: 1872