EViews.com

Hi everybody,
can EViews explain me how the instrument rank is calculated.
If I use the ab data, with 7 periods used and just a simple model wher i have no explanatory variables and only one lagged variable the théory says that the number of instruments is 0.5*(T-1)*(T-2) = 15 instruments in that case. Why then EViews is giving an instrument rank équal to 28?
Many thanks

I'm unable to replicate this result. Can you post your workfile? What is the build-date on your copy of EViews?

I just created a 7 period panel and ran DPD on it with a first difference model and obtained an instrument rank of 15.