vech function
Version 1.0.0.0 (522 Bytes) by
BINH PHAM
The equivalent vech function in Lutkepohl (2005) textbook.
The equivalent "vech" function in Gauss or elsewhere in the econometrics textbook, especially in Lutkepohl (2005) as well as Kilian & Lutkepohl (2017) SVAR.
It merely returns the elements on and below the diagonal, then stacks column-by-column. There is another function "vechmd" in the community dealing with 3 or 4-dimensional matrix, but I think it should be the original one for ease to code VAR/SVAR estimation.
Cite As
BINH PHAM (2024). vech function (https://www.mathworks.com/matlabcentral/fileexchange/66077-vech-function), MATLAB Central File Exchange. Retrieved .
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