How to conduct a nonlinear Wald test in a VAR?

[hly12345]

Dear E-Viewer,

I want to conduct a nonlinear Wald test which the hypothesis is a matrix to test my theory model in a VAR.

For instance, (I-A)=A , A is a matrix consisted of coefficients from VAR.

May I do such test by Eviews8?

Any help is highly appreciated!

Thank you very much!

[EViews Glenn]

Just to clarify, isn't your hypothesis linear?

(I-A) = A -> I = 2*A -> I/2 = A

[hly12345]

Just to clarify, isn't your hypothesis linear?

(I-A) = A -> I = 2*A -> I/2 = A

Thanks for your comments.

Indeed it's linear..

But what if the matrix is too complicated to compute, like (I-A)^10=A ?