Re: [Gretl-devel] catch restrict seems not to work
On Fri, 17 May 2013, artur tarassow wrote:
I am simulating time series using a bootstrap procedure and estimate
long-run restricted VECMs. For some iterations the imposed restrictions
fail and I obtain the error "Exact or near collinearity encountered" and
gretl stops, despite the fact that I used the "catch" command:
catch restrict --full #--silent
...
end restrict
Can you give an example? The following attempt at generating
such a problem artificially works OK; that is, execution
proceeds to print the error number after "restrict" fails.
<hansl>
open denmark
vecm 2 1 LRM LRY --crt --silent
catch restrict --full
b[3] = 0
b[3] = 0
end restrict
printf "error = %d\n", $error
</hansl>
Allin Cottrell