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Thank you so much for your help and expert knowledge :D

EViews doesn't know that the result of the matrix algebra is a scalar. Store the result of that algebra in a temporary vector, then use the 1st element. How do I even calculate the matrix algebra when i can not make the calculations "inside" the vector where I want to store the results? B...

Thanks a lot. Now i have written the following !rows = @rows(z_dsf_standard) vector (!rows) z_HJ_sd vector (!rows) z_mellemregning for !i=1 to 3 vector (2) z_r_!i z_r_!i (1) = z_afkast (!i,1) ' Her fanger jeg ite periodes aktieafkast z_r_!i (2) = z_afkast (!i,2) ' rf z_mellemregning (!i) = @inverse(...

The ith element of a vector is a scalar... Hey EviewsGareth, thanks for the reply. Yes i know. I have written z_dsf_standard (!i))^2 - (@inverse(@transpose(z_r_!i)*z_r_!i)*(@transpose(z_r_!i)*(z_dsf_standard (!i)) ))*z_r_!i The second term consists of a 1x2 vector * 2x1 vector * 1x2 vector * scalar...

Hello I have written the following program in Eviews7: !rows = @rows(z_dsf_standard) vector (!rows) z_HJ_sd for !i=1 to 3 vector (2) z_r_!i z_r_!i (1) = z_afkast (!i,1) ' Her fanger jeg ite periodes aktieafkast z_r_!i (2) = z_afkast (!i,2) ' rf z_hj_sd (!i) = (z_dsf_standard (!i))^2 - (@inverse(@tra...

Thank you both :)

In my data set I have a dataseries which consists of real stock prices from 1979Q1-2012Q2 and a series for the P/E_ratio for 1980Q1-2012Q2 I want to run the following OLS: log(real_stock_price)-log(real_stock_price(-1)) c log(P/E_ratio) Written like this the dependent variable is the logaritmic rea...

In my data set I have a dataseries which consists of real stock prices from 1979Q1-2012Q2 and a series for the P/E_ratio for 1980Q1-2012Q2 I want to run the following OLS: log(real_stock_price)-log(real_stock_price(-1)) c log(P/E_ratio) Written like this the dependent variable is the logaritmic real...

Obviously I am new to this! Thanks :)

But I can see, that it is possible to use the identity matrix as weighting matrix in GMM estimation involving a system in stead of the the Hansen (1982) weighting matrix.. That will have to do..

Oh no :( !!!!!!!! But thanks for your reply

Thank you for your reply EViews Gareth..

Sorry, but I forgot to mention, that i need to specify my own weighting matrix in GMM for a system of equations

I want to make a GMM estimation but with the identity matrix and the weighting matrix from Hansen and Jagannathan (1997) in stead of the spectral density matrix, which is standard in Eviews GMM estimation. Is it possible to specify the weighting matrix manually?

I use Eviews 7..

Thanks
Lasse

I have two time series, X and Y, each containing 100 observations . From these two time series I want to create a vector for each data pair in X and Y, so 100 2x1 vectors, define these vectors as Z_t for t=1,..,100. At last I want to calculate a time series average: 1/T SUM[Z_t(Z_t)']. Is there any ...