[Gretl-users] Re: Restricted VEC. Gretl crashes
Am 22.06.2022 01:47 schrieb Daniel Ventosa-Santaulària:
Hi everyone,
I was estimating a VEC and I decided to include a number of
restrictions. I noted that Gretl crashes (the whole program closes)
whenever I include restrictions in the error-correction terms (the
alphas). I therefore prepared an arbitrary code to show it.
clear
open np.gdt
vecm 4 1 ngnp emply pcons money --impulse-response --silent
restrict --full
b[1] = 1
b[3] = 0
a[3] = 0
a[4] = 0
end restrict
Hi,
this is confirmed here on Linux using gretl gretl 2022b from late May.
if one drops the "--full" option for the restrict block, gretl keeps
alive.
Artur