EViews.com

Hello,

I want to use a LogL for a system of equations with multivariate normal residuals. Can I append a matrix, the covariance matrix, to the LogL object?

If yes, then I could easily write the expression for the loglikilihood.

Thanks

Wilshire

You cannot use matrix objects inside a LogL.

If you have access to EViews 8, you can use the general optimiser instead.