Dear all,
I am estimating a dynamic model using XTLSDVC. When I use the option
'initial(my)' I get
"the number of columns of my must be equal to the number of
right-hand variables plus one"
'my' is a [1x(k+1)] matrix, which uses the results from a previous
regression and an estimate of the error variance
mat my=e(b),evariance
I have checked with matrices of different dimensions, but the answer
is always the same. Could you please let me know if there is a
possible solution?
thanks in advance for your help,
cheers,
miguel
--
Tinbergen Institute
Roetersstraat 31
1018 WB Amsterdam
The Netherlands
Tel. +31 (0)20-5513558
Fax. +31 (0)20-5513555
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