When I write code for reduced rank regression in Gretl I need to make
special cases for rank zero and one lag. I think the only possible value
for the entries of matrix(5,0)*matrix(0,5) is zeros and the argument is
reduced rank. The matrix matrix(5,r)*matrix(r,5) generally has rank
min(5,r) and the only zero rank matrix is the zero matrix. For mols, the
acceptance of zero column matrices would ease the concentration step.
Sometimes there is nothing to concentrate out and now I need to check for
this. Of course all this amounts to move checking from my code to Gretl's
code but I really think that zero column/rows matrices make sense in
many occasions. Maybe, just like the zero was a useful addition to the
natural numbers. :-)
--
Andreas Noack Jensen