Pathfinder doesn't say if magical effects count as objects
Pathfinder, so far as I'm aware, didn't carry over from the System Reference Document for its antecedent D&D 3.5 the section on nonabilities that would (sort of!) clear up whether or not magical effects count as objects. That is, Pathfinder's forebear D&D 3.5 creates a dichotomy between creatures and objects: "Anything with no Wisdom score is an object, not a creature" (Monster Manual 312). While some readers disagree, this sweeping definition should encompass even magically created effects, including, for example, magical effects that have no hp (like the effect created instantaneously by an acid arrow or waves of blood spell) and magical effects that can be interacted with only on their own terms (like the effect created by an illusory wall or wall of force spell).
Nonetheless, buried in Pathfinder's description of Ability Scores are hints of this dichotomy's possible continued existence: for example, on Wisdom says, "Every creature has a Wisdom score," and on Charisma says, "Every creature has a Charisma score." Thus, although it's never stated outright, these vague pronouncements imply that, as in its predecessor, stuff in Pathfinder that lacks those scores are not creatures, but, absent its predecessor's line saying such things are objects, the Pathfinder GM must make a choice: Are things that lack Wisdom scores or Charisma scores, in fact, objects like in Pathfinder's predecessor, or is this a conscious update the designers made to the rules on which Pathfinder is based so that the GM now decides, case by case, whether a thing that lacks a Wisdom score or a Charisma scores is an object or, instead, a noncreature, nonobject for which the game has no definition?
This Pathfinder reader goes with the former but totally understands and respects if other readers go with the latter.
What it means when this GM says Yes, but some restrictions apply
When this reader is the GM, he prefers consistency, so his house rules clarify that If it ain't a creature, it's an object. And, as strange as it may seem initially, this makes even magical effects objects, too.
And, to be clear, in this GM's campaigns, this has not been a big deal.
See, it doesn't matter if the vast majority of magical effects are objects: most magical effects can't be seen (even if their auras can be), and even fewer magical effects can be touched. This makes most magical effects impossible to interact with except on their own terms—that is, in the way that the spell or ability created them says they can be interacted with. (For those who already think this is too far, keep in mind that objects that've been somehow rendered incorporeal still have hp even if they can't normally be touched and that the ability to see invisible objects doesn't usually cause the viewer see air.)
That makes this a really narrow ruling that's nonetheless sometimes vitally important. It answers questions like Can I recover the effect created by an acid arrow spell if it missed? and Can I cast hardening on a flaming sphere effect? and the very question that raised this issue: Can I cast magic aura on an illusory wall effect?
With this ruling in mind, in this GM's campaigns those answers are, respectively,…
- While some creation subschool spells have entries of Duration: Instantaneous, some effects have no hp. Those effects are ruined (as if their hp had been reduced to 0) immediately after the spell's resolution when the magic holding together such effects ends.
- An effect that has no hp or hardness score can't have its hp or hardness score increased. Something can't be added to nothing.
- If an effect can be touched, it can be targeted by spells and abilities that require touching the effect. If an effect can be seen, it can be targeted by spells and abilities that require line of sight.
Thus, for example, in this GM's campaigns, the magic aura spell can't be cast upon an illusory wall effect because the magic aura spell has an entry of Range: Touch and the illusory wall spell description actually straight-up says that its effect can't be touched. However, the spell greater magic aura has an entry of Range: Close, therefore only requiring line of sight to its subject, and the illusory wall effect can be seen; so—once more, in this GM's campaigns (and by no means necessarily yours!)—the illusory wall effect can be the subject of a greater magic aura spell.
Note: I've used this house rule in my D&D 3.5 campaigns for years, ever since posing questions here and here, and I've not needed it since the end of the campaign that had the PC who could cast spells that created weapons and who could also cast the spell greater magic weapon. Undoubtedly ways exist to exploit this house rule, but my players—and I love 'em, but they are loophole addicts—haven't done so. However, I honestly don't know whether this is because of the house rule's integrity or our fairly strong gentlemen's agreement. Really, I think it's great if the most mischievous way PCs can use this house rule is to cast greater magic aura on an illusory wall effect!