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