Hi, in working with a lot of Kronecker products, I noticed the following: ** seems to take precedence over * (standard matrix multiplication). Of course that's just a convention and as such is fine, but I couldn't find any mention of it in the manual -- or did I miss it? (This basically applies to all precedence issues; I guess it's a thing that would go into the future hansl guide.) And other unrelated things: - The docstring for $xtxinv is quite short. I think it would be helpful to mention the idea that $sigma**$xtxinv gives you the covariance matrix of the short-run parameters of the Vecm (or the entire covariance matrix of the VAR parameters). Also some brief link to where the ordering of the variables inside the "X" is described would not hurt I guess. [AFAIK the ordering is: constant, all lags of the first endogenous variable (in increasing lag order, and differences for a Vecm), all lags of the second variable, ...., the first unrestricted exogenous variable, ..., all (lagged) error correction terms (for a Vecm). -- were seasonal dummies enter here exactly I don't know, right now.] thanks, sven