What are the Greek symbols in the FMOLS?

[mbfakhry]

Dear sir or madam,

I would like to know what does the Greek letter gamma stand for in equation 8.2 of chapter 8 page 232 in User Guide II of EViews 8/

On a separate note is there a guide for definition of all the Greek symbols used in the User Guide because it would help.

Thanks in advance.

[EViews Glenn]

They're the coefficients associated with the deterministic trend regressors in the stochastic regressor equations. Note that they're matrices since there are multiple equations for the stochastic regressors.

We try to define all of the symbols in context and thought that the meaning of Gamma was apparent in this case. One of the biggest drawbacks with your suggestion is that there are only a limited number of greek letters and they often are used to refer to different things in different settings.

[mbfakhry]

Thanks for your reply.

doh, I now look stupid

[EViews Glenn]

I've done far worse.