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- Thu Nov 02, 2023 1:32 am
- Forum: Estimation
- Topic: System of Equations Error (Near Singular Matrix) in a GMM(HAC) estimation
- Replies: 0
- Views: 111605
System of Equations Error (Near Singular Matrix) in a GMM(HAC) estimation
Good day all, Please help, I am new to to econometrics and Eviews, but I am doing a research paper on a fama and french asset pricing model applied on African stocks, I have 81 portfolios that I have setup as a system of equations (3 systems of 27 equations) and im trying to use the GMM(HAC)(my data...