scalar maximization

For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

Moderators: EViews Gareth, EViews Moderator

luz
Posts: 1
Joined: Fri Mar 05, 2010 7:28 am

scalar maximization

Postby luz » Fri Mar 05, 2010 7:51 am

Hi,

Do you know how to maximize a scalar in eViews 5.0 or 6.0? My scalar is a trace of a product of matrix multiplying, say x=tr(A'X'XA) where X is a matrix of observations and A is a matrix of parameters due to restriction A'A=I. Is it possible to do in eViews? And if it is, then how?

martin

Return to “Estimation”

Who is online

Users browsing this forum: No registered users and 2 guests