Em 6 de março de 2018, Jack escreveu:

On Tue, 6 Mar 2018, Henrique Andrade wrote:

Dear Allin and Jack,

I think there is a little mistake in chapter 33 of the Gretl's User Guide.
It states that x_t is a (k x 1) matrix on page 273 (the definition is
located in the texte under the equation 33.2) and that x_t is a (T x k)
matrix on page 274.

Uhm, maybe I don't get you point, but on page 274 we don't claim that x_t is a Txk matrix. We say that x is, and x_t is understood to be the transpose of the t-th row of x.

Or have I misunderstood your remark?

Dear Jack,

I've got your point when you said "on page 274 we don't claim that x_t is a Txk matrix ". But I think the guide is a little bit confusing.

User' guide says x_t is a (k x 1) vector (last line of the page 273). After that, on the next page, a "table" states that the symbol x has the dimension (T x k). This confused me :(

Once we need to calculate A'_t times x_t (equation 33.2) and, as stated in the "table", A_t is a matrix with dimensions (k x n), the order of x_t should be (k x 1). This is clear for me. But when "table" says the dimension of x is (T x k) I imediatelly think x is the Hansl's representation for x_t in equation 33.2.

Finally, I would like to thank you for your attention and also I would like to say I'm not an expert in that subject ;-)

Atenciosamente,

Henrique